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

V-Lab

Argentine Peso Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:10.20% (-1.02%)

Analysis last updated: Monday, June 30, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9105	3.91
$α$	0.2094	8.95
$β$	0.7617	38.79
$γ_{1}$	-0.1527	-2.53
$γ_{2}$	0.2697	3.00
$γ_{3}$	-0.1711	-2.79
$γ_{4}$	0.0766	1.28
$γ_{5}$	0.1134	1.35
$γ_{6}$	-0.2432	-1.76
$γ_{7}$	0.0146	0.10
$γ_{8}$	0.2397	2.27
$γ_{9}$	-0.2128	-3.57

Estimation Period:
Mar 29, 2002 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts