S&P MERVAL Argentina Total Return Index ARS GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.04% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1234 | 19.51 | |
| 0.1193 | 28.30 | |
| 0.8662 | 207.37 |
Estimation Period:
Jan 5, 1990 to Dec 30, 2025
Jan 5, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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