V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 9th, 2025:90.00% (+51.79%)
Analysis last updated: Tuesday, July 8, 2025 at 08:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω1.74363.97
α0.20508.73
β0.762138.31
γ1-0.1628-2.74
γ20.28313.20
γ3-0.1758-2.91
γ40.07881.33
γ50.11231.36
γ6-0.2458-1.81
γ70.02180.15
γ80.23172.23
γ9-0.2077-3.59
Estimation Period:
Mar 29, 2002 to Jul 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts