V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS Asy. MEM Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:46.81% (+2.76%)

Analysis last updated: Friday, March 24, 2023, 02:41 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
ω0.174631.44
α0.169034.46
β0.7550234.77
γ0.087910.35
Estimation Period:
Aug 30, 1991 to Mar 23, 2023
Impact of return on volatility tomorrow
Volatility Forecasts