V-Lab
US Dollar to Argentine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
22,121.18%
increased by 1,877.73%
1 Week
22,099.06%
increased by 1,855.61%
1 Month
22,010.99%
increased by 1,767.54%
Analysis last updated: Friday, July 24, 2026 at 07:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 19, 1990 to Jul 24, 2026Boundary Parameters
Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0181 | 13.42*** |
α ARCH Response to squared shocks | 0.1099 | 357.88*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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