S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
30.42%
decreased by 1.09%
1 Week
32.28%
increased by 0.77%
1 Month
35.58%
increased by 4.07%
Analysis last updated: Saturday, March 28, 2026 at 05:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0740 | 10.91 | |
| 0.7229 | 69.69 | |
| 0.1137 | 20.33 | |
| 0.8977 | 2.85 | |
| 0.8616 | 4.04 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 1990 to Mar 27, 2026
Jan 5, 1990 to Mar 27, 2026
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