V-Lab: S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis

V-Lab

S&P MERVAL Argentina Total Return Index ARS GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 27th, 2025:44.19% (-3.13%)

Analysis last updated: Saturday, June 28, 2025 at 12:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	69.3802	4.11
$α$	0.1036	79.25
$β$	0.9990	4,044.53
$ν$	6.9303	14.97

Estimation Period:
Jan 5, 1990 to Jun 19, 2025

Other S&P MERVAL Argentina Total Return Index ARS Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
MEM
Asy. MEM
MF2-GARCH