V-Lab: Alfa SAB de CV MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Alfa SAB de CV MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.34% (-4.28%)

Analysis last updated: Saturday, April 27, 2024 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1156	20.54
$β$	0.6195	42.20
$γ$	0.0878	12.70
$λ_{1}$	0.0394	3.00
$λ_{2}$	0.0354	5.09
$λ_{3}$	0.9567	106.19

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts