Argentine Peso GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
116.77%
decreased by 9.28%
1 Week
116.76%
decreased by 9.29%
1 Month
116.71%
decreased by 9.34%
Analysis last updated: Friday, June 12, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 48.6951 | 9.27 | |
| 0.0587 | 134.03 | |
| 0.9990 | 9,514.29 | |
| 2.0031 | 133,539.87 |
Estimation Period:
Mar 29, 2002 to Jun 12, 2026
Mar 29, 2002 to Jun 12, 2026
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