Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:10.85% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9693 | 3.78 | |
| 0.1908 | 8.75 | |
| 0.7897 | 40.90 | |
| -0.1359 | -2.21 | |
| 0.2390 | 2.58 | |
| -0.1489 | -2.36 | |
| 0.0745 | 1.27 | |
| 0.1063 | 1.79 | |
| -0.2977 | -2.98 | |
| 0.1494 | 1.12 | |
| 0.1304 | 1.17 | |
| -0.1855 | -2.94 |
Estimation Period:
Mar 29, 2002 to Feb 13, 2026
Mar 29, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Argentine Peso Analyses
Other Zero Slope Spline-GARCH Analyses on Currencies