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

V-Lab

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V-Lab

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

Volatility Prediction for Thursday, April 18th, 2024:37.79% (+3.51%)

Analysis last updated: Thursday, April 18, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4658	6.71
$α$	0.1601	7.20
$β$	0.5978	11.77
$γ_{1}$	0.6456	3.85
$γ_{2}$	-1.2292	-4.76
$γ_{3}$	0.9381	4.84
$γ_{4}$	-0.3659	-2.13
$γ_{5}$	-0.0210	-0.14
$γ_{6}$	-0.0414	-0.31
$γ_{7}$	0.3296	2.27
$γ_{8}$	-0.5182	-3.05
$γ_{9}$	0.4228	2.42
$γ_{10}$	-0.2414	-1.55

Estimation Period:
Feb 24, 2006 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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