V-Lab: Grupo Elektra SAB DE CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Grupo Elektra SAB DE CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:5.99% (-0.04%)

Analysis last updated: Friday, April 19, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5353	4.24
$α$	0.1557	7.41
$β$	0.8244	35.95
$γ_{1}$	0.0442	1.26
$γ_{2}$	-0.1216	-2.21
$γ_{3}$	0.1512	3.23
$γ_{4}$	-0.1200	-2.02
$γ_{5}$	0.0680	0.87
$γ_{6}$	-0.0689	-0.89
$γ_{7}$	0.0916	1.84

Estimation Period:
Jul 15, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts