V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS MEM Volatility Analysis
Volatility Prediction for Friday, May 16th, 2025:41.67% (-0.87%)
Analysis last updated: Saturday, May 17, 2025 at 12:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS MEM
paramt-stat
ω0.15938.36
α0.215138.78
β0.7603241.98
Estimation Period:
Aug 30, 1991 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts