S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:34.12% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1253 | 19.22 | |
| 0.0964 | 10.89 | |
| 0.8668 | 182.38 | |
| 0.0469 | 3.91 |
Estimation Period:
Jan 5, 1990 to Nov 20, 2025
Jan 5, 1990 to Nov 20, 2025
News Impact Curve
Volatility Forecasts
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