V-Lab: Grupo Elektra SAB DE CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Grupo Elektra SAB DE CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:20.66% (-1.42%)

Analysis last updated: Saturday, April 27, 2024 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3062	3.28
$α$	0.1543	7.24
$β$	0.8316	35.87
$γ_{1}$	-0.0347	-2.25
$γ_{2}$	0.0527	2.42
$γ_{3}$	-0.0383	-2.87
$γ_{4}$	0.0349	3.57

Estimation Period:
Jul 15, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts