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V-Lab
S&P MERVAL Argentina Total Return Index ARS MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:103.40% (-12.88%)
Analysis last updated: Friday, October 31, 2025 at 09:06 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
α0.076511.44
β0.730475.61
γ0.116721.66
λ10.96382.61
λ20.84123.24
λ30.00000.00
Estimation Period:
Jan 5, 1990 to Aug 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts