S&P MERVAL Argentina Total Return Index ARS EGARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:31.72% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 21.71 | |
| 0.2609 | 27.68 | |
| 0.9667 | 593.79 | |
| -0.0364 | -4.92 |
Estimation Period:
Jan 5, 1990 to Aug 14, 2025
Jan 5, 1990 to Aug 14, 2025
News Impact Curve
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