Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.26% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0455 | 3.55 | |
| 0.1951 | 9.19 | |
| 0.7904 | 41.87 | |
| -0.1522 | -2.31 | |
| 0.2592 | 2.66 | |
| -0.1554 | -2.40 | |
| 0.0777 | 1.30 | |
| 0.1066 | 1.73 | |
| -0.2991 | -2.88 | |
| 0.1495 | 1.09 | |
| 0.1300 | 1.14 | |
| -0.1838 | -2.87 |
Estimation Period:
Mar 29, 2002 to Feb 6, 2026
Mar 29, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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