S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
32.88%
increased by 2.00%
1 Week
33.36%
increased by 2.48%
1 Month
35.23%
increased by 4.35%
Analysis last updated: Saturday, May 9, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 68.2606 | 4.23 | |
| 0.1012 | 79.78 | |
| 0.9990 | 4,162.50 | |
| 6.7175 | 15.44 |
Estimation Period:
Jan 5, 1990 to May 8, 2026
Jan 5, 1990 to May 8, 2026
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