V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 27th, 2024:41.39% (-1.89%)

Analysis last updated: Saturday, December 28, 2024 at 12:17 AM 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