V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:35.77% (-2.59%)

Analysis last updated: Saturday, April 20, 2024 at 03:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS GJR-GARCH
paramt-stat
ω0.153322.99
α0.108311.15
β0.8429180.49
γ0.06164.53
Estimation Period:
Jan 5, 1990 to Mar 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts