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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:37.60% (+1.37%)

Analysis last updated: Saturday, April 20, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9634	5.96
$α$	0.1102	5.92
$β$	0.7466	16.55
$γ_{1}$	-0.9335	-4.23
$γ_{2}$	1.5291	4.61
$γ_{3}$	-0.9369	-3.73
$γ_{4}$	0.8515	3.10
$γ_{5}$	-1.1982	-3.02
$γ_{6}$	1.1432	2.35
$γ_{7}$	-0.5719	-1.48
$γ_{8}$	0.0770	0.28
$γ_{9}$	0.0718	0.27
$γ_{10}$	-0.0260	-0.12

Estimation Period:
Jun 18, 2008 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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