V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:38.60% (+2.10%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1672	36.06
$β$	0.8330	2,570.90
$γ$	-0.0003	-0.04
$λ_{1}$	0.0501	7.28
$λ_{2}$	0.0422	4.05
$λ_{3}$	0.9578	85.00

Estimation Period:
Jan 6, 1992 to May 9, 2025

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