S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
33.53%
increased by 1.37%
1 Week
34.01%
increased by 1.85%
1 Month
35.71%
increased by 3.55%
Analysis last updated: Saturday, May 9, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1273 | 19.60 | |
| 0.0959 | 10.89 | |
| 0.8662 | 182.78 | |
| 0.0481 | 4.04 |
Estimation Period:
Jan 5, 1990 to May 8, 2026
Jan 5, 1990 to May 8, 2026
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