S&P MERVAL Argentina Total Return Index ARS AGARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:32.06% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1715 | 28.46 | |
| 0.1437 | 40.72 | |
| 0.8340 | 264.58 | |
| 0.3939 | 10.41 |
Estimation Period:
Jan 5, 1990 to Nov 20, 2025
Jan 5, 1990 to Nov 20, 2025
News Impact Curve
Volatility Forecasts
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