V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

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V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:5.65% (-0.47%)

Analysis last updated: Sunday, December 3, 2023 at 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0013	17.45
$α$	0.1883	20.34
$β$	0.8379	197.20
$γ$	-0.0523	-4.20

Estimation Period:
Mar 29, 2002 to Dec 1, 2023

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Volatility Forecasts

Volatility Forecasts