V-Lab: Grupo Bimbo SAB de CV APARCH Volatility Analysis

V-Lab

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V-Lab

Grupo Bimbo SAB de CV APARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.09% (+0.92%)

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
$ω$	0.1171	16.18
$α$	0.0727	30.63
$β$	0.8985	314.05
$γ$	0.2359	16.93
$δ$	1.9683	36.80

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts