V-Lab
V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:8.24% (-0.98%)

Analysis last updated: Friday, January 27, 2023, 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso S0GARCH
paramt-stat
ω2.13783.81
α0.21659.15
β0.760737.60
γ1-0.1571-2.63
γ20.27713.10
γ3-0.1767-2.89
γ40.08001.37
γ50.11921.65
γ6-0.2803-2.40
γ70.09910.76
γ80.08871.08
Estimation Period:
Mar 29, 2002 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts