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

V-Lab

| |

V-Lab

Alsea SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.86% (-1.55%)

Analysis last updated: Saturday, April 20, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0859	6.89
$α$	0.1349	6.48
$β$	0.7646	25.45
$γ_{1}$	0.0686	0.71
$γ_{2}$	0.2441	1.50
$γ_{3}$	-0.6888	-5.32
$γ_{4}$	0.6417	6.33
$γ_{5}$	-0.4370	-4.48
$γ_{6}$	0.2590	2.48
$γ_{7}$	0.0114	0.12
$γ_{8}$	-0.2960	-3.22
$γ_{9}$	0.2876	4.22

Estimation Period:
Jun 25, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts