Argentine Peso Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 2nd, 2026
1 Day
8.45%
decreased by 0.27%
1 Week
9.52%
increased by 0.80%
1 Month
12.63%
increased by 3.91%
Analysis last updated: Monday, June 1, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0709 | 3.63 | |
| 0.1953 | 9.10 | |
| 0.7888 | 41.62 | |
| -0.1380 | -2.23 | |
| 0.2395 | 2.60 | |
| -0.1487 | -2.37 | |
| 0.0862 | 1.43 | |
| 0.0844 | 1.57 | |
| -0.2982 | -3.81 | |
| 0.1929 | 1.64 | |
| 0.0790 | 0.72 | |
| -0.1626 | -2.43 |
Estimation Period:
Mar 29, 2002 to May 29, 2026
Mar 29, 2002 to May 29, 2026
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