Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:12.10% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9985 | 3.71 | |
| 0.1925 | 8.87 | |
| 0.7895 | 41.15 | |
| -0.1384 | -2.24 | |
| 0.2417 | 2.61 | |
| -0.1511 | -2.41 | |
| 0.0803 | 1.36 | |
| 0.0995 | 1.71 | |
| -0.2962 | -3.10 | |
| 0.1554 | 1.20 | |
| 0.1225 | 1.11 | |
| -0.1818 | -2.88 |
Estimation Period:
Mar 29, 2002 to Feb 27, 2026
Mar 29, 2002 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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