S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
35.39%
increased by 1.40%
1 Week
35.31%
increased by 1.32%
1 Month
34.92%
increased by 0.93%
Analysis last updated: Saturday, May 9, 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 | ||
| 0.0737 | 10.92 | |
| 0.7235 | 70.07 | |
| 0.1141 | 20.46 | |
| 0.9001 | 2.81 | |
| 0.8607 | 3.96 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 5, 1990 to May 8, 2026
Jan 5, 1990 to May 8, 2026
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