V-Lab: Alfa SAB de CV Asy. Power MEM Volatility Analysis

V-Lab

| |

V-Lab

Alfa SAB de CV Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:28.54% (-0.12%)

Analysis last updated: Friday, April 19, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2048	17.28
$α$	0.1673	47.28
$β$	0.7950	233.06
$γ$	0.0758	13.61
$δ$	2.1894	39.42

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts