V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:0.23% (-0.92%)

Analysis last updated: Friday, March 21, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.9892	9,891,980.00
$β$	0.0033	32,650.00
$γ$	0.0151	150,740.00
$λ_{1}$	0.1150	1,149,500.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9988	9,988,010.00

Estimation Period:
Jan 6, 1992 to Mar 21, 2025

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Volatility Forecasts

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