V-Lab
S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 5th, 2025:54.93% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1473 | 23.08 | |
| 0.1054 | 11.27 | |
| 0.8494 | 188.54 | |
| 0.0567 | 4.36 |
Estimation Period:
Jan 5, 1990 to Apr 30, 2025
Jan 5, 1990 to Apr 30, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices