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Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:9.69% (-0.39%)
Analysis last updated: Monday, March 16, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω1.95313.72
α0.19098.82
β0.790541.34
γ1-0.1379-2.22
γ20.24082.59
γ3-0.1491-2.36
γ40.07741.31
γ50.10121.75
γ6-0.2989-3.14
γ70.16191.24
γ80.11651.04
γ9-0.1795-2.78
Estimation Period:
Mar 29, 2002 to Mar 14, 2026
Impact of return on volatility tomorrow
Volatility Forecasts