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 Monday, April 22nd, 2024:24.65% (-1.56%)

Analysis last updated: Saturday, April 20, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0694	6.86
$α$	0.1345	6.47
$β$	0.7656	25.44
$γ_{1}$	0.0579	0.60
$γ_{2}$	0.2636	1.62
$γ_{3}$	-0.7065	-5.45
$γ_{4}$	0.6579	6.50
$γ_{5}$	-0.4498	-4.61
$γ_{6}$	0.2677	2.54
$γ_{7}$	0.0053	0.05
$γ_{8}$	-0.2886	-2.56
$γ_{9}$	0.2698	1.56

Estimation Period:
Jun 25, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts