S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:31.35% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0744 | 10.87 | |
| 0.7208 | 69.08 | |
| 0.1152 | 20.35 | |
| 0.8955 | 2.88 | |
| 0.8627 | 4.10 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 1990 to Dec 30, 2025
Jan 5, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
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