S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
28.01%
decreased by 1.47%
1 Week
28.75%
decreased by 0.73%
1 Month
31.28%
increased by 1.80%
Analysis last updated: Saturday, April 11, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1268 | 19.53 | |
| 0.0959 | 10.88 | |
| 0.8665 | 182.92 | |
| 0.0476 | 3.99 |
Estimation Period:
Jan 5, 1990 to Apr 10, 2026
Jan 5, 1990 to Apr 10, 2026
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