V-Lab: Alpek SAB de CV GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Alpek SAB de CV GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.65% (-2.89%)

Analysis last updated: Saturday, April 20, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6898	6.00
$α$	0.0757	9.84
$β$	0.9358	79.93
$ν$	4	4.47

Estimation Period:
Apr 26, 2012 to Apr 19, 2024