V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS Asy. MEM Volatility Analysis
Volatility Prediction for Friday, January 10th, 2025:41.55% (-3.93%)

Analysis last updated: Friday, January 10, 2025 at 09:01 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
ω0.165731.62
α0.172436.66
β0.7619248.90
γ0.07549.26
Estimation Period:
Aug 30, 1991 to Oct 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts