V-Lab
V-Lab

Grupo Sanborns SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 7th, 2023:8.77% (0.00%)

Analysis last updated: Tuesday, November 7, 2023 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grupo Sanborns SAB de CV S0GARCH
paramt-stat
ω0.89114.90
α0.18954.98
β0.00000.00
γ1-1.1055-2.33
γ21.99453.00
γ3-1.6190-3.85
γ40.92422.08
γ50.21280.37
γ6-0.7479-0.92
γ7-0.1671-0.15
γ81.04811.14
Estimation Period:
Feb 8, 2013 to Nov 3, 2023
Impact of return on volatility tomorrow
Volatility Forecasts