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Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:7.45% (-0.18%)
Analysis last updated: Thursday, January 1, 2026 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω2.07553.67
α0.19438.94
β0.789240.73
γ1-0.1418-2.20
γ20.24742.57
γ3-0.1528-2.36
γ40.07341.22
γ50.11291.73
γ6-0.2970-2.68
γ70.13280.94
γ80.14741.30
γ9-0.1911-3.03
Estimation Period:
Mar 29, 2002 to Dec 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts