S&P MERVAL Argentina Total Return Index ARS AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.57% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1722 | 28.55 | |
| 0.1436 | 40.72 | |
| 0.8337 | 264.75 | |
| 0.3960 | 10.45 |
Estimation Period:
Jan 5, 1990 to Dec 30, 2025
Jan 5, 1990 to Dec 30, 2025
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices