V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS Asy. MEM Volatility Analysis
Volatility Prediction for Monday, October 2nd, 2023:47.22% (+5.96%)

Analysis last updated: Monday, October 2, 2023 at 03:22 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
ω0.173531.55
α0.170135.96
β0.7558239.19
γ0.085910.37
Estimation Period:
Aug 30, 1991 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts