Argentine Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:8.31% (-4.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.3828 | 3,828,340.00 | |
| 0.3672 | 3,671,660.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.4640 | 24,640,420.00 | |
| 0.0926 | 925,960.00 | |
| 0.5843 | 5,842,810.00 |
Estimation Period:
Jan 6, 1992 to Oct 24, 2025
Jan 6, 1992 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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