Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:8.87% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9298 | 3.72 | |
| 0.1909 | 8.77 | |
| 0.7902 | 41.09 | |
| -0.1434 | -2.28 | |
| 0.2491 | 2.65 | |
| -0.1523 | -2.38 | |
| 0.0731 | 1.23 | |
| 0.1110 | 1.77 | |
| -0.2964 | -2.78 | |
| 0.1359 | 0.98 | |
| 0.1468 | 1.30 | |
| -0.1944 | -3.08 |
Estimation Period:
Mar 29, 2002 to Jan 16, 2026
Mar 29, 2002 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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