V-Lab
V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:6.63% (-0.18%)

Analysis last updated: Sunday, April 21, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω1.61763.53
α0.22428.89
β0.745833.65
γ1-0.3030-3.61
γ20.48393.92
γ3-0.2527-3.08
γ40.10911.43
γ5-0.0373-0.45
γ60.16181.55
γ7-0.2895-1.55
γ8-0.0252-0.11
γ90.38292.15
γ10-0.3306-2.76
Estimation Period:
Mar 29, 2002 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts