V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:31.77% (+1.12%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0009	11.07
$α$	0.1456	22.66
$β$	0.8845	318.38
$γ$	-0.0601	-6.17

Estimation Period:
Mar 29, 2002 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts