Argentine Peso MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:-0.00% (-11.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.5718 | 5,717,710.00 | |
| 0.1782 | 1,782,290.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.5984 | 5,983,620.00 | |
| 0.4016 | 4,016,380.00 |
Estimation Period:
Jan 6, 1992 to Nov 28, 2025
Jan 6, 1992 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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