V-Lab: Industrias CH SAB de CV Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Industrias CH SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.55% (-1.28%)

Analysis last updated: Saturday, April 20, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2529	5.44
$α$	0.1231	7.21
$β$	0.8076	36.06
$γ_{1}$	0.0447	0.40
$γ_{2}$	-0.0429	-0.24
$γ_{3}$	-0.0862	-0.61
$γ_{4}$	0.2194	1.82
$γ_{5}$	-0.2696	-2.56
$γ_{6}$	0.2313	2.21
$γ_{7}$	-0.1404	-1.49
$γ_{8}$	0.1201	1.06
$γ_{9}$	-0.2686	-1.92
$γ_{10}$	0.3228	3.05

Estimation Period:
Aug 25, 1992 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts