V-Lab: Argentine Peso Spline-GARCH Volatility Analysis

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V-Lab

Argentine Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 22nd, 2025:14.36% (-0.32%)

Analysis last updated: Friday, December 19, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0856	3.53
$α$	0.2097	9.50
$β$	0.7718	42.79
$γ_{1}$	-0.1554	-2.54
$γ_{2}$	0.2734	2.99
$γ_{3}$	-0.1745	-2.82
$γ_{4}$	0.0848	1.46
$γ_{5}$	0.1154	1.80
$γ_{6}$	-0.3100	-2.85
$γ_{7}$	0.1604	1.17
$γ_{8}$	0.0804	0.72
$γ_{9}$	0.0202	0.13

Estimation Period:
Mar 29, 2002 to Dec 19, 2025

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