V-Lab
V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:4.94% (-0.33%)

Analysis last updated: Wednesday, October 4, 2023 at 07:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω1.44122.87
α0.21409.62
β0.767938.41
γ1-0.3841-3.65
γ20.57883.82
γ3-0.2649-2.70
γ40.10741.16
γ5-0.0619-0.57
γ60.22411.33
γ7-0.3324-1.28
γ8-0.0032-0.01
γ90.28191.70
γ10-0.1875-2.11
Estimation Period:
Mar 29, 2002 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts