V-Lab
Bolsa Mexicana de Valores SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:28.56% (+4.53%)
Analysis last updated: Tuesday, April 16, 2024 at 07:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1304 | 10.54 | |
| 0.1202 | 6.38 | |
| 0.7801 | 23.45 | |
| 0.0017 | 0.64 |
Estimation Period:
Jun 13, 2008 to Apr 12, 2024
Jun 13, 2008 to Apr 12, 2024
News Impact Curve
Volatility Forecasts
Other Bolsa Mexicana de Valores SAB de CV Analyses