V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:26.59% (+25.18%)

Analysis last updated: Wednesday, June 18, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0024	24,320.00
$γ$	-0.0048	-48,440.00
$λ_{1}$	0.1200	1,199,600.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9903	9,903,010.00

Estimation Period:
Jan 6, 1992 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts