Argentine Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:14.52% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.4158 | 4,157,560.00 | |
| 0.3342 | 3,342,440.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.6900 | 6,899,680.00 | |
| 0.3557 | 3,557,490.00 | |
| 0.4979 | 4,978,520.00 |
Estimation Period:
Jan 6, 1992 to Nov 21, 2025
Jan 6, 1992 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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