V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 8th, 2024:28.00% (+0.43%)

Analysis last updated: Friday, November 8, 2024 at 05:41 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
ω0.148622.99
α0.106311.22
β0.8481185.30
γ0.05634.29
Estimation Period:
Jan 5, 1990 to Oct 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts