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

V-Lab

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V-Lab

Alsea SAB de CV Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:38.85% (-0.77%)

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
$ω$	0.1279	12.49
$α$	0.1117	26.58
$β$	0.8544	175.68
$γ$	0.1636	14.08
$δ$	2.3601	27.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts