V-Lab
Empresas ICA SAB de CV EGARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:8.64% (-0.37%)
Analysis last updated: Monday, March 1, 2021 at 05:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 15.36 | |
| 0.1683 | 30.77 | |
| 0.9888 | 980.94 | |
| -0.0370 | -3.68 |
Estimation Period:
Apr 9, 1992 to Aug 2, 2019
Apr 9, 1992 to Aug 2, 2019
News Impact Curve
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