V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

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Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:7.17% (+0.55%)

Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.4398	4,398,420.00
$β$	0.3102	3,101,580.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.6811	6,811,270.00
$λ_{2}$	0.3163	3,162,790.00
$λ_{3}$	0.5228	5,228,220.00

Estimation Period:
Jan 6, 1992 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts