V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS GARCH Volatility Analysis
Volatility Prediction for Friday, September 12th, 2025:75.45% (-5.65%)
Analysis last updated: Friday, September 12, 2025 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS GARCH
paramt-stat
ω0.138222.96
α0.128330.16
β0.8541214.50
Estimation Period:
Jan 5, 1990 to Aug 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts