V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 17th, 2025:69.34% (-10.48%)
Analysis last updated: Wednesday, April 16, 2025 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω2.02273.66
α0.22259.33
β0.753738.11
γ1-0.1754-2.83
γ20.30143.27
γ3-0.1853-2.94
γ40.08091.26
γ50.11451.18
γ6-0.2302-1.49
γ7-0.0078-0.05
γ80.22682.25
γ9-0.1699-3.49
Estimation Period:
Mar 29, 2002 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts