S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
30.38%
decreased by 0.55%
1 Week
30.99%
increased by 0.06%
1 Month
33.14%
increased by 2.21%
Analysis last updated: Tuesday, July 7, 2026 at 08:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1267 | 19.59 | |
| 0.0953 | 10.98 | |
| 0.8670 | 184.46 | |
| 0.0477 | 4.06 |
Estimation Period:
Jan 5, 1990 to Jul 3, 2026
Jan 5, 1990 to Jul 3, 2026
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