V-Lab
V-Lab

Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:12.00% (-0.09%)

Analysis last updated: Thursday, March 28, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso SGARCH
paramt-stat
ω1.37823.58
α0.21728.53
β0.746233.24
γ1-0.3367-4.03
γ20.53644.38
γ3-0.2870-3.56
γ40.13981.86
γ5-0.0707-0.86
γ60.19871.82
γ7-0.3218-1.68
γ80.01500.07
γ90.27991.62
γ10-0.0144-0.08
Estimation Period:
Mar 29, 2002 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts