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Param	Value	t-stat
ωconst	2.0585	3.75***
αARCH	0.1907	8.73***
βGARCH	0.7917	40.52***

γ₁	-0.1329	-2.26**
γ₂	0.2379	2.68***
γ₃	-0.1585	-2.57**
γ₄	0.1041	1.68*
γ₅	0.0585	1.07
γ₆	-0.2923	-4.87***
γ₇	0.2327	2.25**
γ₈	0.0228	0.20
γ₉	-0.1531	-1.57

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.0585	3.75***
α ARCH Response to squared shocks	0.1907	8.73***
β GARCH Volatility persistence	0.7917	40.52***

γ₁	-0.1329	-2.26**
γ₂	0.2379	2.68***
γ₃	-0.1585	-2.57**
γ₄	0.1041	1.68*
γ₅	0.0585	1.07
γ₆	-0.2923	-4.87***
γ₇	0.2327	2.25**
γ₈	0.0228	0.20
γ₉	-0.1531	-1.57

V-Lab

Argentine Peso Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Argentine Peso Analyses