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 Thursday, April 18th, 2024:34.43% (-0.67%)

Analysis last updated: Thursday, April 18, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.7062	6.02
$α$	0.0769	9.91
$β$	0.9351	79.38
$ν$	4	4.52

Estimation Period:
Apr 26, 2012 to Apr 12, 2024