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V-Lab

Kimberly-Clark de Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:20.52% (+0.20%)

Analysis last updated: Wednesday, March 27, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kimberly-Clark de Mexico SAB de CV S0GARCH
paramt-stat
ω1.20286.59
α0.10319.42
β0.834647.59
γ1-0.0008-0.02
γ20.07971.33
γ3-0.2123-4.40
γ40.24335.33
γ5-0.1583-3.88
γ60.06501.87
γ7-0.0161-0.49
γ8-0.0078-0.24
γ90.01010.43
Estimation Period:
Jan 2, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts