V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS AGARCH Volatility Analysis
Volatility Prediction for Friday, July 26th, 2024:50.10% (-4.21%)

Analysis last updated: Friday, July 26, 2024 at 04:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS AGARCH
paramt-stat
ω0.189126.39
α0.160441.47
β0.8110264.59
γ0.498519.66
Estimation Period:
Jan 5, 1990 to Jun 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts