V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 8th, 2024:27.41% (+0.47%)

Analysis last updated: Friday, November 8, 2024 at 05:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P MERVAL Argentina Total Return Index ARS MF2-GARCH
paramt-stat
m41
α0.078311.54
β0.728674.36
γ0.115121.04
λ10.96152.70
λ20.83863.39
λ30.00000.00
Estimation Period:
Jan 5, 1990 to Oct 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts