V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

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Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:7.86% (-0.49%)

Analysis last updated: Friday, December 12, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	10.92
$α$	0.1548	23.65
$β$	0.8785	295.01
$γ$	-0.0667	-6.72

Estimation Period:
Mar 29, 2002 to Dec 12, 2025

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