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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9928	3.79***
α ARCH Response to squared shocks	0.1891	8.67***
β GARCH Volatility persistence	0.7916	40.91***

γ₁	-0.1198	-2.01**
γ₂	0.2151	2.41**
γ₃	-0.1418	-2.31**
γ₄	0.0905	1.49
γ₅	0.0715	1.34
γ₆	-0.2998	-4.62***
γ₇	0.2308	2.16**
γ₈	0.0237	0.22
γ₉	-0.1252	-1.81*

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Argentine Peso Analyses