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Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.85% (-0.78%)
Analysis last updated: Friday, February 13, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω1.96933.78
α0.19088.75
β0.789740.90
γ1-0.1359-2.21
γ20.23902.58
γ3-0.1489-2.36
γ40.07451.27
γ50.10631.79
γ6-0.2977-2.98
γ70.14941.12
γ80.13041.17
γ9-0.1855-2.94
Estimation Period:
Mar 29, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts