Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.01% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0546 | 3.61 | |
| 0.2011 | 9.29 | |
| 0.7812 | 42.77 | |
| -0.1533 | -2.49 | |
| 0.2688 | 2.91 | |
| -0.1704 | -2.72 | |
| 0.0862 | 1.48 | |
| 0.1078 | 1.79 | |
| -0.3098 | -3.07 | |
| 0.1726 | 1.30 | |
| 0.0831 | 0.76 | |
| -0.0603 | -0.50 |
Estimation Period:
Mar 29, 2002 to Feb 6, 2026
Mar 29, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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