S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
22.47%
decreased by 1.39%
1 Week
23.20%
decreased by 0.66%
1 Month
25.89%
increased by 2.03%
Analysis last updated: Friday, May 1, 2026 at 05:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 68.0637 | 4.22 | |
| 0.1015 | 79.82 | |
| 0.9990 | 4,162.50 | |
| 6.7187 | 15.46 |
Estimation Period:
Jan 5, 1990 to Apr 30, 2026
Jan 5, 1990 to Apr 30, 2026
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