V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:170.60% (-2.39%)

Analysis last updated: Friday, April 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0396	26.68
$β$	0.9720	649.76
$γ$	-0.0235	-17.04
$λ_{1}$	0.0558	2.65
$λ_{2}$	0.7714	2.67
$λ_{3}$	0.0540	0.15

Estimation Period:
Jan 6, 1992 to Apr 18, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts