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Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.26% (+0.08%)
Analysis last updated: Friday, February 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω2.04553.55
α0.19519.19
β0.790441.87
γ1-0.1522-2.31
γ20.25922.66
γ3-0.1554-2.40
γ40.07771.30
γ50.10661.73
γ6-0.2991-2.88
γ70.14951.09
γ80.13001.14
γ9-0.1838-2.87
Estimation Period:
Mar 29, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts