V-Lab: Grupo Aeroportuario del Pacifico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Grupo Aeroportuario del Pacifico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.71% (-1.76%)

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
$ω$	1.4681	6.72
$α$	0.1606	7.21
$β$	0.5976	11.77
$γ_{1}$	0.6459	3.85
$γ_{2}$	-1.2290	-4.76
$γ_{3}$	0.9369	4.83
$γ_{4}$	-0.3642	-2.12
$γ_{5}$	-0.0231	-0.16
$γ_{6}$	-0.0394	-0.30
$γ_{7}$	0.3276	2.26
$γ_{8}$	-0.5154	-3.04
$γ_{9}$	0.4177	2.40
$γ_{10}$	-0.2350	-1.54

Estimation Period:
Feb 24, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Grupo Aeroportuario del Pacifico SAB de CV Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH