V-Lab: Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:10.39% (-0.99%)

Analysis last updated: Monday, October 13, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0666	3.63
$α$	0.2022	9.03
$β$	0.7799	39.26
$γ_{1}$	-0.1506	-2.33
$γ_{2}$	0.2623	2.73
$γ_{3}$	-0.1632	-2.52
$γ_{4}$	0.0754	1.24
$γ_{5}$	0.1177	1.56
$γ_{6}$	-0.2819	-2.21
$γ_{7}$	0.0879	0.59
$γ_{8}$	0.1861	1.67
$γ_{9}$	-0.2021	-3.40

Estimation Period:
Mar 29, 2002 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts