V-Lab: Argentine Peso Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Argentine Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:41.91% (+4.90%)

Analysis last updated: Sunday, October 19, 2025 at 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1202	3.44
$α$	0.2139	9.62
$β$	0.7685	42.64
$γ_{1}$	-0.1650	-2.63
$γ_{2}$	0.2873	3.07
$γ_{3}$	-0.1805	-2.86
$γ_{4}$	0.0826	1.39
$γ_{5}$	0.1240	1.71
$γ_{6}$	-0.3061	-2.49
$γ_{7}$	0.1370	0.93
$γ_{8}$	0.0900	0.73
$γ_{9}$	0.0669	0.31

Estimation Period:
Mar 29, 2002 to Oct 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts