V-Lab: Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:90.00% (+51.79%)

Analysis last updated: Tuesday, July 8, 2025 at 08:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7436	3.97
$α$	0.2050	8.73
$β$	0.7621	38.31
$γ_{1}$	-0.1628	-2.74
$γ_{2}$	0.2831	3.20
$γ_{3}$	-0.1758	-2.91
$γ_{4}$	0.0788	1.33
$γ_{5}$	0.1123	1.36
$γ_{6}$	-0.2458	-1.81
$γ_{7}$	0.0218	0.15
$γ_{8}$	0.2317	2.23
$γ_{9}$	-0.2077	-3.59

Estimation Period:
Mar 29, 2002 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts