Argentine Peso GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:25.66% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.92 | |
| 0.1523 | 23.58 | |
| 0.8802 | 301.66 | |
| -0.0652 | -6.61 |
Estimation Period:
Mar 29, 2002 to Oct 18, 2025
Mar 29, 2002 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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