V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS Asy. MEM Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:30.19% (-0.73%)

Analysis last updated: Friday, October 4, 2024 at 04:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS AMEM
paramt-stat
ω0.166831.26
α0.173437.45
β0.7584246.25
γ0.07949.87
Estimation Period:
Aug 30, 1991 to Jun 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts