V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:40.80% (-2.86%)

Analysis last updated: Saturday, April 20, 2024 at 03:04 AM 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
α0.080311.82
β0.728975.40
γ0.117421.54
λ10.99002.58
λ20.83193.14
λ30.00000.00
Estimation Period:
Jan 5, 1990 to Mar 27, 2024
Impact of return on volatility tomorrow
Volatility Forecasts