S&P MERVAL Argentina Total Return Index ARS APARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:36.92% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1697 | 9.92 | |
| 0.1262 | 36.80 | |
| 0.8460 | 147.01 | |
| 0.1008 | 6.96 | |
| 2.2115 | 20.64 |
Estimation Period:
Jan 5, 1990 to Aug 14, 2025
Jan 5, 1990 to Aug 14, 2025
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices