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

V-Lab

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V-Lab

Alsea SAB de CV Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.59% (-2.06%)

Analysis last updated: Saturday, April 27, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0687	6.86
$α$	0.1339	6.46
$β$	0.7671	25.60
$γ_{1}$	0.0575	0.59
$γ_{2}$	0.2643	1.62
$γ_{3}$	-0.7069	-5.44
$γ_{4}$	0.6581	6.49
$γ_{5}$	-0.4495	-4.59
$γ_{6}$	0.2664	2.53
$γ_{7}$	0.0085	0.08
$γ_{8}$	-0.2965	-2.62
$γ_{9}$	0.2975	1.72

Estimation Period:
Jun 25, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts