Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:7.45% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0755 | 3.67 | |
| 0.1943 | 8.94 | |
| 0.7892 | 40.73 | |
| -0.1418 | -2.20 | |
| 0.2474 | 2.57 | |
| -0.1528 | -2.36 | |
| 0.0734 | 1.22 | |
| 0.1129 | 1.73 | |
| -0.2970 | -2.68 | |
| 0.1328 | 0.94 | |
| 0.1474 | 1.30 | |
| -0.1911 | -3.03 |
Estimation Period:
Mar 29, 2002 to Dec 26, 2025
Mar 29, 2002 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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