V-Lab
Empresas ICA SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:17.31% (-0.22%)
Analysis last updated: Monday, March 1, 2021 at 06:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 9.03 | |
| 0.0540 | 9.94 | |
| 0.9230 | 290.54 | |
| 0.0449 | 5.43 |
Estimation Period:
Apr 9, 1992 to Aug 2, 2019
Apr 9, 1992 to Aug 2, 2019
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