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

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:18.38% (+6.16%)

Analysis last updated: Friday, May 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8161	3.87
$α$	0.2093	8.79
$β$	0.7606	38.07
$γ_{1}$	-0.1632	-2.70
$γ_{2}$	0.2838	3.15
$γ_{3}$	-0.1765	-2.87
$γ_{4}$	0.0784	1.28
$γ_{5}$	0.1121	1.25
$γ_{6}$	-0.2333	-1.60
$γ_{7}$	-0.0062	-0.04
$γ_{8}$	0.2624	2.40
$γ_{9}$	-0.2280	-3.43

Estimation Period:
Mar 29, 2002 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts