V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS MEM Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:45.17% (+1.78%)

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 MEM
paramt-stat
ω0.16708.37
α0.218737.03
β0.7531224.48
Estimation Period:
Aug 30, 1991 to Mar 23, 2023
Impact of return on volatility tomorrow
Volatility Forecasts