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V-Lab

Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.11% (-0.70%)
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 SGARCH
paramt-stat
ω2.05543.62
α0.20089.27
β0.781542.72
γ1-0.1522-2.48
γ20.26702.90
γ3-0.1696-2.71
γ40.08661.49
γ50.10641.79
γ6-0.3101-3.13
γ70.17631.34
γ80.07930.73
γ9-0.0593-0.51
Estimation Period:
Mar 29, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts