V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:29.39% (+0.13%)
Analysis last updated: Friday, May 30, 2025 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS GJR-GARCH
paramt-stat
ω0.147323.08
α0.105411.27
β0.8494188.54
γ0.05674.36
Estimation Period:
Jan 5, 1990 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts