Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
10.84%
decreased by 0.73%
1 Week
11.55%
decreased by 0.02%
1 Month
13.79%
increased by 2.22%
Analysis last updated: Sunday, May 24, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9646 | 3.72 | |
| 0.1909 | 8.86 | |
| 0.7905 | 41.75 | |
| -0.1316 | -2.16 | |
| 0.2330 | 2.56 | |
| -0.1507 | -2.44 | |
| 0.0883 | 1.51 | |
| 0.0852 | 1.61 | |
| -0.2994 | -3.77 | |
| 0.1924 | 1.62 | |
| 0.0812 | 0.73 | |
| -0.1642 | -2.44 |
Estimation Period:
Mar 29, 2002 to May 22, 2026
Mar 29, 2002 to May 22, 2026
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