V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS EGARCH Volatility Analysis
Volatility Prediction for Friday, November 8th, 2024:30.12% (+0.83%)

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 EGARCH
paramt-stat
ω0.066021.37
α0.262427.32
β0.9668585.94
γ-0.0356-4.75
Estimation Period:
Jan 5, 1990 to Oct 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts