S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:27.72% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1268 | 19.47 | |
| 0.0965 | 10.89 | |
| 0.8660 | 182.02 | |
| 0.0477 | 3.98 |
Estimation Period:
Jan 5, 1990 to Dec 24, 2025
Jan 5, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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