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 Monday, November 24th, 2025:13.75% (-1.34%)

Analysis last updated: Sunday, November 23, 2025 at 01:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8775	3.83
$α$	0.1873	8.44
$β$	0.7913	39.87
$γ_{1}$	-0.1424	-2.29
$γ_{2}$	0.2493	2.67
$γ_{3}$	-0.1530	-2.40
$γ_{4}$	0.0692	1.16
$γ_{5}$	0.1176	1.71
$γ_{6}$	-0.2907	-2.46
$γ_{7}$	0.1115	0.76
$γ_{8}$	0.1703	1.50
$γ_{9}$	-0.2032	-3.28

Estimation Period:
Mar 29, 2002 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts