Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:9.69% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9531 | 3.72 | |
| 0.1909 | 8.82 | |
| 0.7905 | 41.34 | |
| -0.1379 | -2.22 | |
| 0.2408 | 2.59 | |
| -0.1491 | -2.36 | |
| 0.0774 | 1.31 | |
| 0.1012 | 1.75 | |
| -0.2989 | -3.14 | |
| 0.1619 | 1.24 | |
| 0.1165 | 1.04 | |
| -0.1795 | -2.78 |
Estimation Period:
Mar 29, 2002 to Mar 14, 2026
Mar 29, 2002 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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