Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.11% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0554 | 3.62 | |
| 0.2008 | 9.27 | |
| 0.7815 | 42.72 | |
| -0.1522 | -2.48 | |
| 0.2670 | 2.90 | |
| -0.1696 | -2.71 | |
| 0.0866 | 1.49 | |
| 0.1064 | 1.79 | |
| -0.3101 | -3.13 | |
| 0.1763 | 1.34 | |
| 0.0793 | 0.73 | |
| -0.0593 | -0.51 |
Estimation Period:
Mar 29, 2002 to Feb 13, 2026
Mar 29, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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