V-Lab
S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, May 5th, 2025:62.18% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 68.9299 | 4.12 | |
| 0.1030 | 78.47 | |
| 0.9990 | 4,060.98 | |
| 6.9164 | 14.96 |
Estimation Period:
Jan 5, 1990 to Apr 30, 2025
Jan 5, 1990 to Apr 30, 2025
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