V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

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V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:0.26% (+0.05%)

Analysis last updated: Monday, March 10, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.9864	9863810.00
$β$	0.0033	32670.00
$γ$	0.0207	207030.00
$λ_{1}$	0.1151	1151110.00
$λ_{2}$	0.0000	100.00
$λ_{3}$	0.9988	9988010.00

Estimation Period:
Jan 6, 1992 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts