V-Lab
V-Lab
S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 5th, 2025:48.41% (+1.38%)
Analysis last updated: Friday, May 2, 2025 at 11:56 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
α0.076911.46
β0.729775.17
γ0.116321.47
λ10.95432.70
λ20.84443.40
λ30.00000.00
Estimation Period:
Jan 5, 1990 to Apr 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts