V-Lab
V-Lab

Alfa SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:25.89% (-1.26%)

Analysis last updated: Wednesday, March 27, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alfa SAB de CV S0GARCH
paramt-stat
ω1.11738.73
α0.13157.56
β0.774429.24
γ1-0.0357-1.66
γ20.11333.34
γ3-0.1861-6.26
γ40.19046.77
γ5-0.1160-4.31
γ60.04301.57
γ7-0.0043-0.18
γ8-0.0079-0.53
Estimation Period:
Jan 2, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts