V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS MEM Volatility Analysis
Volatility Prediction for Wednesday, November 22nd, 2023:137.20% (+70.48%)

Analysis last updated: Wednesday, November 22, 2023 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS MEM
paramt-stat
ω0.16578.36
α0.218937.52
β0.7538228.71
Estimation Period:
Aug 30, 1991 to Oct 12, 2023
Impact of return on volatility tomorrow
Volatility Forecasts