V-Lab: Argentine Peso Spline-GARCH Volatility Analysis

V-Lab

Argentine Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:13.50% (-1.46%)

Analysis last updated: Wednesday, July 2, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9885	3.78
$α$	0.2144	9.26
$β$	0.7611	39.14
$γ_{1}$	-0.1713	-2.83
$γ_{2}$	0.2997	3.30
$γ_{3}$	-0.1897	-3.05
$γ_{4}$	0.0849	1.39
$γ_{5}$	0.1183	1.38
$γ_{6}$	-0.2605	-1.84
$γ_{7}$	0.0428	0.27
$γ_{8}$	0.1943	1.45
$γ_{9}$	-0.1145	-0.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts