S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:31.10% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 68.4610 | 4.22 | |
| 0.1017 | 79.90 | |
| 0.9990 | 4,162.50 | |
| 6.6856 | 15.61 |
Estimation Period:
Jan 5, 1990 to Dec 30, 2025
Jan 5, 1990 to Dec 30, 2025
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