V-Lab
V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:7.52% (-0.14%)

Analysis last updated: Thursday, March 28, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω1.38373.53
α0.21848.41
β0.743132.12
γ1-0.3111-3.69
γ20.49064.02
γ3-0.2490-3.15
γ40.10511.42
γ5-0.0354-0.44
γ60.15831.46
γ7-0.2660-1.37
γ8-0.0814-0.35
γ90.46662.42
γ10-0.4051-2.77
Estimation Period:
Mar 29, 2002 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts