V-Lab

Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:59.88% (-8.36%)
Analysis last updated: Friday, July 11, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso SGARCH
paramt-stat
ω2.08813.46
α0.21729.68
β0.765040.73
γ1-0.1790-2.79
γ20.30843.23
γ3-0.1906-2.95
γ40.08291.32
γ50.12611.43
γ6-0.2787-1.93
γ70.07080.44
γ80.15491.14
γ9-0.0175-0.07
Estimation Period:
Mar 29, 2002 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts