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Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:8.87% (-0.28%)
Analysis last updated: Thursday, January 22, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω1.92983.72
α0.19098.77
β0.790241.09
γ1-0.1434-2.28
γ20.24912.65
γ3-0.1523-2.38
γ40.07311.23
γ50.11101.77
γ6-0.2964-2.78
γ70.13590.98
γ80.14681.30
γ9-0.1944-3.08
Estimation Period:
Mar 29, 2002 to Jan 16, 2026
Impact of return on volatility tomorrow
Volatility Forecasts