V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS Asy. MEM Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:41.21% (-2.88%)
Analysis last updated: Saturday, May 10, 2025 at 03:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS AMEM
paramt-stat
ω0.164131.65
α0.171636.99
β0.7629253.29
γ0.07699.55
Estimation Period:
Aug 30, 1991 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts