S&P MERVAL Argentina Total Return Index ARS GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:35.45% (+6.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1213 | 19.16 | |
| 0.1185 | 28.01 | |
| 0.8675 | 206.50 |
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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