S&P MERVAL Argentina Total Return Index ARS AGARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:32.75% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1884 | 27.33 | |
| 0.1554 | 41.97 | |
| 0.8170 | 275.44 | |
| 0.4728 | 17.18 |
Estimation Period:
Jan 5, 1990 to Aug 14, 2025
Jan 5, 1990 to Aug 14, 2025
News Impact Curve
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