V-Lab
V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:7.18% (-0.64%)

Analysis last updated: Thursday, June 1, 2023 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω2.14553.79
α0.21239.34
β0.767039.16
γ1-0.1496-2.53
γ20.26272.98
γ3-0.1669-2.78
γ40.08241.45
γ50.11021.87
γ6-0.3056-3.32
γ70.17541.53
γ80.01980.25
Estimation Period:
Mar 29, 2002 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts