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

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:69.34% (-10.48%)

Analysis last updated: Wednesday, April 16, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0227	3.66
$α$	0.2225	9.33
$β$	0.7537	38.11
$γ_{1}$	-0.1754	-2.83
$γ_{2}$	0.3014	3.27
$γ_{3}$	-0.1853	-2.94
$γ_{4}$	0.0809	1.26
$γ_{5}$	0.1145	1.18
$γ_{6}$	-0.2302	-1.49
$γ_{7}$	-0.0078	-0.05
$γ_{8}$	0.2268	2.25
$γ_{9}$	-0.1699	-3.49

Estimation Period:
Mar 29, 2002 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts