V-Lab: Argentine Peso Spline-GARCH Volatility Analysis

V-Lab

Argentine Peso Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:20.77% (-2.24%)

Analysis last updated: Monday, September 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0974	3.55
$α$	0.2152	9.63
$β$	0.7659	41.69
$γ_{1}$	-0.1687	-2.71
$γ_{2}$	0.2934	3.16
$γ_{3}$	-0.1842	-2.92
$γ_{4}$	0.0833	1.39
$γ_{5}$	0.1231	1.59
$γ_{6}$	-0.2919	-2.25
$γ_{7}$	0.1040	0.69
$γ_{8}$	0.1324	1.05
$γ_{9}$	-0.0270	-0.12

Estimation Period:
Mar 29, 2002 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts