V-Lab: Argentine Peso MF2-GARCH Volatility Analysis

V-Lab

Argentine Peso MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:10.06% (-0.98%)

Analysis last updated: Monday, June 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	1.0000	9,999,900.00
$β$	0.0552	551,550.00
$γ$	-0.1103	-1,102,910.00
$λ_{1}$	2.6113	23.56
$λ_{2}$	1.0000	5.94
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 6, 1992 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts