S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:42.23% (+8.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 68.8680 | 4.10 | |
| 0.1031 | 79.14 | |
| 0.9990 | 4,028.23 | |
| 6.9714 | 14.84 |
Estimation Period:
Jan 5, 1990 to Aug 14, 2025
Jan 5, 1990 to Aug 14, 2025
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