V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 8th, 2024:31.46% (+1.14%)

Analysis last updated: Friday, November 8, 2024 at 05:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS GAS-GARCH-T
paramt-stat
ω69.79174.12
α0.104278.75
β0.99904060.98
ν715.10
Estimation Period:
Jan 5, 1990 to Oct 10, 2024