S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:45.10% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 68.0018 | 4.23 | |
| 0.1010 | 79.48 | |
| 0.9990 | 4,179.92 | |
| 6.6967 | 15.46 |
Estimation Period:
Jan 5, 1990 to Nov 20, 2025
Jan 5, 1990 to Nov 20, 2025
Other GAS-GARCH Student T Analyses on Equity Indices