V-Lab
V-Lab
Gruma SAB de CV GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:45.55% (-5.45%)

Analysis last updated: Saturday, April 20, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gruma SAB de CV GARCH
paramt-stat
ω0.410723.97
α0.185338.18
β0.7220103.21
Estimation Period:
Apr 29, 1994 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts