V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS EGARCH Volatility Analysis
Volatility Prediction for Friday, October 4th, 2024:32.26% (+1.25%)

Analysis last updated: Friday, October 4, 2024 at 04:29 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
ω0.067821.35
α0.269027.33
β0.9657569.07
γ-0.0378-4.98
Estimation Period:
Jan 5, 1990 to Jun 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts