V-Lab: S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis

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V-Lab

S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:57.41% (-1.57%)

Analysis last updated: Friday, November 21, 2025 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0738	10.73
$β$	0.7187	68.49
$γ$	0.1169	20.56
$λ_{1}$	0.8640	3.03
$λ_{2}$	0.8727	4.56
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 5, 1990 to Nov 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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