V-Lab
S&P MERVAL Argentina Total Return Index ARS EGARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:40.32% (+3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 21.70 | |
| 0.2617 | 27.66 | |
| 0.9666 | 592.29 | |
| -0.0363 | -4.89 |
Estimation Period:
Jan 5, 1990 to Jun 19, 2025
Jan 5, 1990 to Jun 19, 2025
News Impact Curve
Volatility Forecasts
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