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

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:18.64% (+0.39%)

Analysis last updated: Friday, August 29, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9823	3.77
$α$	0.2086	9.23
$β$	0.7672	40.60
$γ_{1}$	-0.1481	-2.43
$γ_{2}$	0.2616	2.87
$γ_{3}$	-0.1659	-2.68
$γ_{4}$	0.0751	1.27
$γ_{5}$	0.1173	1.53
$γ_{6}$	-0.2681	-2.07
$γ_{7}$	0.0607	0.41
$γ_{8}$	0.2055	1.91
$γ_{9}$	-0.2053	-3.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts