S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
25.25%
decreased by 0.04%
1 Week
26.14%
increased by 0.85%
1 Month
29.15%
increased by 3.86%
Analysis last updated: Saturday, April 18, 2026 at 05:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1269 | 19.54 | |
| 0.0960 | 10.89 | |
| 0.8663 | 182.76 | |
| 0.0478 | 4.01 |
Estimation Period:
Jan 5, 1990 to Apr 17, 2026
Jan 5, 1990 to Apr 17, 2026
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