V-Lab
V-Lab

Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:7.40% (-0.16%)

Analysis last updated: Sunday, April 21, 2024 at 01:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso SGARCH
paramt-stat
ω1.38713.58
α0.21838.54
β0.745232.99
γ1-0.3362-4.06
γ20.53644.42
γ3-0.2888-3.63
γ40.14131.92
γ5-0.0662-0.83
γ60.18551.83
γ7-0.3068-1.69
γ8-0.0067-0.03
γ90.34141.98
γ10-0.2270-1.53
Estimation Period:
Mar 29, 2002 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts