S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
30.28%
decreased by 1.34%
1 Week
30.91%
decreased by 0.71%
1 Month
33.08%
increased by 1.46%
Analysis last updated: Saturday, March 28, 2026 at 05:01 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1270 | 19.54 | |
| 0.0962 | 10.89 | |
| 0.8663 | 182.73 | |
| 0.0474 | 3.97 |
Estimation Period:
Jan 5, 1990 to Mar 27, 2026
Jan 5, 1990 to Mar 27, 2026
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