V-Lab: Kimberly-Clark de Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kimberly-Clark de Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:20.86% (-0.60%)

Analysis last updated: Wednesday, April 17, 2024 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1680	6.41
$α$	0.1019	9.35
$β$	0.8355	47.62
$γ_{1}$	-0.0076	-0.20
$γ_{2}$	0.0882	1.48
$γ_{3}$	-0.2146	-4.51
$γ_{4}$	0.2450	5.43
$γ_{5}$	-0.1605	-3.96
$γ_{6}$	0.0670	1.94
$γ_{7}$	-0.0168	-0.52
$γ_{8}$	-0.0093	-0.29
$γ_{9}$	0.0126	0.55

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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