V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

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V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:0.26% (-2.46%)

Analysis last updated: Friday, December 20, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.9945	9944960.00
$β$	0.0033	33490.00
$γ$	0.0043	43110.00
$λ_{1}$	0.1157	1156860.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9989	9988500.00

Estimation Period:
Jan 6, 1992 to Dec 20, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts