S&P MERVAL Argentina Total Return Index ARS EGARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:29.79% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 21.76 | |
| 0.2478 | 28.72 | |
| 0.9694 | 632.38 | |
| -0.0318 | -4.56 |
Estimation Period:
Jan 5, 1990 to Dec 30, 2025
Jan 5, 1990 to Dec 30, 2025
News Impact Curve
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