Aerostar SA MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
0.06%
decreased by 6.70%
1 Week
0.06%
decreased by 6.70%
1 Month
0.06%
decreased by 6.70%
Analysis last updated: Thursday, May 21, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.8086 | 8,085,760.00 | |
| 0.0000 | 100.00 | |
| 0.3828 | 3,828,270.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Feb 6, 2009 to May 15, 2026
Feb 6, 2009 to May 15, 2026
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