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V-Lab

Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.01% (+0.05%)
Analysis last updated: Friday, February 6, 2026 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso SGARCH
paramt-stat
ω2.05463.61
α0.20119.29
β0.781242.77
γ1-0.1533-2.49
γ20.26882.91
γ3-0.1704-2.72
γ40.08621.48
γ50.10781.79
γ6-0.3098-3.07
γ70.17261.30
γ80.08310.76
γ9-0.0603-0.50
Estimation Period:
Mar 29, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts