S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 10th, 2025:43.73% (+8.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1483 | 23.29 | |
| 0.1049 | 11.25 | |
| 0.8493 | 189.19 | |
| 0.0574 | 4.41 |
Estimation Period:
Jan 5, 1990 to Aug 14, 2025
Jan 5, 1990 to Aug 14, 2025
News Impact Curve
Volatility Forecasts
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