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

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Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:24.05% (-2.72%)

Analysis last updated: Sunday, November 2, 2025 at 01:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1290	3.62
$α$	0.1942	8.96
$β$	0.7914	40.16
$γ_{1}$	-0.1534	-2.29
$γ_{2}$	0.2631	2.65
$γ_{3}$	-0.1582	-2.37
$γ_{4}$	0.0725	1.16
$γ_{5}$	0.1179	1.60
$γ_{6}$	-0.2918	-2.33
$γ_{7}$	0.1082	0.71
$γ_{8}$	0.1755	1.51
$γ_{9}$	-0.2059	-3.27

Estimation Period:
Mar 29, 2002 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts