V-Lab: Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 4th, 2025:33.70% (+12.71%)

Analysis last updated: Friday, August 1, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0776	3.60
$α$	0.2143	9.47
$β$	0.7649	40.09
$γ_{1}$	-0.1527	-2.42
$γ_{2}$	0.2682	2.86
$γ_{3}$	-0.1699	-2.69
$γ_{4}$	0.0772	1.26
$γ_{5}$	0.1168	1.40
$γ_{6}$	-0.2597	-1.88
$γ_{7}$	0.0414	0.27
$γ_{8}$	0.2204	2.03
$γ_{9}$	-0.2075	-3.57

Estimation Period:
Mar 29, 2002 to Aug 1, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts