Argentine Peso Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
10.97%
decreased by 0.50%
1 Week
12.09%
increased by 0.62%
1 Month
15.44%
increased by 3.97%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0555 | 3.68 | |
| 0.1953 | 8.97 | |
| 0.7868 | 41.64 | |
| -0.1395 | -2.33 | |
| 0.2481 | 2.75 | |
| -0.1619 | -2.63 | |
| 0.0945 | 1.60 | |
| 0.0832 | 1.58 | |
| -0.3061 | -4.03 | |
| 0.2146 | 1.86 | |
| 0.0419 | 0.39 | |
| -0.0903 | -0.96 |
Estimation Period:
Mar 29, 2002 to Jun 5, 2026
Mar 29, 2002 to Jun 5, 2026
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