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

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:14.94% (-1.63%)

Analysis last updated: Thursday, September 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4832	3.32
$α$	0.2050	9.11
$β$	0.7705	41.10
$γ_{1}$	-0.1976	-3.05
$γ_{2}$	0.3230	3.41
$γ_{3}$	-0.1834	-2.94
$γ_{4}$	0.0839	1.42
$γ_{5}$	0.1128	1.48
$γ_{6}$	-0.2689	-2.09
$γ_{7}$	0.0658	0.44
$γ_{8}$	0.2016	1.86
$γ_{9}$	-0.2043	-3.54

Estimation Period:
Mar 29, 2002 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts