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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0837	0.37
αARCH	0.1198	53.39***
βGARCH	0.9990	364.33***
νDF	2.0000

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0837	0.37
α ARCH Response to squared shocks	0.1198	53.39***
β GARCH Volatility persistence	0.9990	364.33***
ν DF Student-t tail thickness	2.0000

V-Lab

US Dollar to Argentine Peso GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Argentine Peso Analyses