V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

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Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:8.31% (-4.80%)

Analysis last updated: Sunday, October 26, 2025 at 01:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.3828	3,828,340.00
$β$	0.3672	3,671,660.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	2.4640	24,640,420.00
$λ_{2}$	0.0926	925,960.00
$λ_{3}$	0.5843	5,842,810.00

Estimation Period:
Jan 6, 1992 to Oct 24, 2025

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