V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS APARCH Volatility Analysis
Volatility Prediction for Friday, November 8th, 2024:27.73% (+0.34%)

Analysis last updated: Friday, November 8, 2024 at 05:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS APARCH
paramt-stat
ω0.17209.79
α0.126636.04
β0.8445143.55
γ0.09776.80
δ2.228020.51
Estimation Period:
Jan 5, 1990 to Oct 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts