V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:-0.00% (-18.90%)

Analysis last updated: Friday, September 19, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.9388	9,388,180.00
$β$	0.0000	100.00
$γ$	0.1223	1,223,440.00
$λ_{1}$	0.1152	1,151,950.00
$λ_{2}$	0.3401	3,401,260.00
$λ_{3}$	0.6599	6,598,740.00

Estimation Period:
Jan 6, 1992 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts