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, December 15th, 2025:8.45% (-0.46%)

Analysis last updated: Friday, December 12, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0241	3.72
$α$	0.1903	8.81
$β$	0.7922	41.46
$γ_{1}$	-0.1394	-2.16
$γ_{2}$	0.2448	2.53
$γ_{3}$	-0.1521	-2.33
$γ_{4}$	0.0704	1.16
$γ_{5}$	0.1184	1.75
$γ_{6}$	-0.2997	-2.59
$γ_{7}$	0.1293	0.89
$γ_{8}$	0.1541	1.34
$γ_{9}$	-0.1956	-3.08

Estimation Period:
Mar 29, 2002 to Dec 12, 2025

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Volatility Forecasts