S&P MERVAL Argentina Total Return Index ARS MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
30.10%
decreased by 0.43%
1 Week
30.67%
increased by 0.14%
1 Month
32.55%
increased by 2.02%
Analysis last updated: Tuesday, July 21, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 30, 1991 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days.
μ
MEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1554 | 8.42*** |
α ARCH Response to squared shocks | 0.2114 | 39.55*** |
β GARCH Volatility persistence | 0.7649 | 251.71*** |
Persistence:
0.976
Half-life:
29 days
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