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V-Lab

Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:12.62% (-0.67%)
Analysis last updated: Tuesday, February 24, 2026 at 07:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Argentine Peso SGARCH
paramt-stat
ω2.05573.63
α0.19989.23
β0.782542.64
γ1-0.1514-2.46
γ20.26592.89
γ3-0.1690-2.70
γ40.08701.49
γ50.10481.79
γ6-0.3100-3.19
γ70.17921.37
γ80.07760.71
γ9-0.0664-0.58
Estimation Period:
Mar 29, 2002 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts