S&P MERVAL Argentina Total Return Index ARS GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:33.30% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1382 | 22.96 | |
| 0.1283 | 30.16 | |
| 0.8541 | 214.50 |
Estimation Period:
Jan 5, 1990 to Aug 14, 2025
Jan 5, 1990 to Aug 14, 2025
News Impact Curve
Volatility Forecasts
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