Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
11.50%
increased by 0.13%
1 Week
12.02%
increased by 0.65%
1 Month
13.70%
increased by 2.33%
Analysis last updated: Tuesday, June 23, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0055 | 3.81 | |
| 0.1903 | 8.72 | |
| 0.7898 | 40.95 | |
| -0.1212 | -2.03 | |
| 0.2178 | 2.43 | |
| -0.1417 | -2.31 | |
| 0.0838 | 1.41 | |
| 0.0829 | 1.58 | |
| -0.2976 | -4.01 | |
| 0.1998 | 1.75 | |
| 0.0680 | 0.62 | |
| -0.1548 | -2.30 |
Estimation Period:
Mar 29, 2002 to Jun 19, 2026
Mar 29, 2002 to Jun 19, 2026
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