V-Lab: Alsea SAB de CV Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alsea SAB de CV Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.97% (-2.22%)

Analysis last updated: Thursday, April 18, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0663	6.85
$α$	0.1348	6.47
$β$	0.7657	25.48
$γ_{1}$	0.0551	0.57
$γ_{2}$	0.2693	1.64
$γ_{3}$	-0.7108	-5.46
$γ_{4}$	0.6592	6.51
$γ_{5}$	-0.4485	-4.56
$γ_{6}$	0.2637	2.49
$γ_{7}$	0.0115	0.11
$γ_{8}$	-0.2933	-2.58
$γ_{9}$	0.2742	1.60

Estimation Period:
Jun 25, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts