V-Lab: Genomma Lab Internacional SAB de CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Genomma Lab Internacional SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:36.12% (+2.83%)

Analysis last updated: Friday, April 19, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9591	5.95
$α$	0.1096	5.88
$β$	0.7465	16.49
$γ_{1}$	-0.9471	-4.28
$γ_{2}$	1.5504	4.67
$γ_{3}$	-0.9519	-3.76
$γ_{4}$	0.8660	3.08
$γ_{5}$	-1.2055	-2.95
$γ_{6}$	1.1339	2.29
$γ_{7}$	-0.5500	-1.42
$γ_{8}$	0.0565	0.21
$γ_{9}$	0.0791	0.29
$γ_{10}$	-0.0223	-0.11

Estimation Period:
Jun 18, 2008 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Genomma Lab Internacional SAB de CV Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH