V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

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Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:-0.00% (-4.33%)

Analysis last updated: Friday, November 14, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.7407	7,407,190.00
$β$	0.0093	92,810.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.3115	3,114,950.00
$λ_{2}$	0.0371	370,990.00
$λ_{3}$	0.3946	3,945,620.00

Estimation Period:
Jan 6, 1992 to Nov 14, 2025

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