S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
33.75%
decreased by 1.79%
1 Week
34.22%
decreased by 1.32%
1 Month
36.03%
increased by 0.49%
Analysis last updated: Saturday, March 28, 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 | |
|---|---|---|
| 68.0562 | 4.22 | |
| 0.1011 | 79.54 | |
| 0.9990 | 4,162.50 | |
| 6.7253 | 15.37 |
Estimation Period:
Jan 5, 1990 to Mar 27, 2026
Jan 5, 1990 to Mar 27, 2026
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