Argentine Peso Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:12.62% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0557 | 3.63 | |
| 0.1998 | 9.23 | |
| 0.7825 | 42.64 | |
| -0.1514 | -2.46 | |
| 0.2659 | 2.89 | |
| -0.1690 | -2.70 | |
| 0.0870 | 1.49 | |
| 0.1048 | 1.79 | |
| -0.3100 | -3.19 | |
| 0.1792 | 1.37 | |
| 0.0776 | 0.71 | |
| -0.0664 | -0.58 |
Estimation Period:
Mar 29, 2002 to Feb 20, 2026
Mar 29, 2002 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Argentine Peso Analyses
Other Spline-GARCH Analyses on Currencies