V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

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V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:4.27% (-7.42%)

Analysis last updated: Tuesday, January 14, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	1.4731	14730690.00
$λ_{2}$	0.5181	5180780.00
$λ_{3}$	0.2900	2900060.00

Estimation Period:
Jan 6, 1992 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts