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 Tuesday, November 11th, 2025:23.32% (-2.75%)

Analysis last updated: Monday, November 10, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1504	3.73
$α$	0.1937	8.76
$β$	0.7895	39.43
$γ_{1}$	-0.1390	-2.15
$γ_{2}$	0.2458	2.54
$γ_{3}$	-0.1539	-2.35
$γ_{4}$	0.0699	1.14
$γ_{5}$	0.1192	1.63
$γ_{6}$	-0.2894	-2.32
$γ_{7}$	0.1035	0.68
$γ_{8}$	0.1783	1.55
$γ_{9}$	-0.2056	-3.31

Estimation Period:
Mar 29, 2002 to Nov 7, 2025

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Volatility Forecasts