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Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 3rd, 2026:12.10% (-0.61%)
Analysis last updated: Monday, March 2, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω1.99853.71
α0.19258.87
β0.789541.15
γ1-0.1384-2.24
γ20.24172.61
γ3-0.1511-2.41
γ40.08031.36
γ50.09951.71
γ6-0.2962-3.10
γ70.15541.20
γ80.12251.11
γ9-0.1818-2.88
Estimation Period:
Mar 29, 2002 to Feb 27, 2026
Impact of return on volatility tomorrow
Volatility Forecasts