V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

Skip to main content

V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:15.10% (-1.02%)

Analysis last updated: Monday, October 13, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	11.17
$α$	0.1556	23.68
$β$	0.8773	289.54
$γ$	-0.0658	-6.56

Estimation Period:
Mar 29, 2002 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts