S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:30.52% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1271 | 19.50 | |
| 0.0966 | 10.90 | |
| 0.8658 | 181.85 | |
| 0.0479 | 3.99 |
Estimation Period:
Jan 5, 1990 to Dec 30, 2025
Jan 5, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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