V-Lab: Argentine Peso GJR-GARCH Volatility Analysis

V-Lab

Argentine Peso GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:11.50% (-0.78%)

Analysis last updated: Monday, June 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0010	11.96
$α$	0.1566	23.44
$β$	0.8745	277.25
$γ$	-0.0621	-6.12

Estimation Period:
Mar 29, 2002 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts