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 ·

All

graph of Argentine Peso SGARCH
paramt-stat
ω1.98853.78
α0.21449.26
β0.761139.14
γ1-0.1713-2.83
γ20.29973.30
γ3-0.1897-3.05
γ40.08491.39
γ50.11831.38
γ6-0.2605-1.84
γ70.04280.27
γ80.19431.45
γ9-0.1145-0.42
Estimation Period:
Mar 29, 2002 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts