S&P MERVAL Argentina Total Return Index ARS EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:45.20% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 21.70 | |
| 0.2471 | 28.67 | |
| 0.9697 | 634.62 | |
| -0.0315 | -4.52 |
Estimation Period:
Jan 5, 1990 to Nov 20, 2025
Jan 5, 1990 to Nov 20, 2025
News Impact Curve
Volatility Forecasts
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