V-Lab: Grupo Aeroportuario del Pacifico SAB de CV Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Grupo Aeroportuario del Pacifico SAB de CV Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.03% (-1.50%)

Analysis last updated: Saturday, April 20, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3827	6.51
$α$	0.1667	7.34
$β$	0.6058	12.73
$γ_{1}$	0.4291	3.45
$γ_{2}$	-0.9165	-5.09
$γ_{3}$	0.9115	6.67
$γ_{4}$	-0.5840	-4.35
$γ_{5}$	0.1648	1.25
$γ_{6}$	0.0765	0.55
$γ_{7}$	-0.0866	-0.64
$γ_{8}$	-0.1001	-0.85
$γ_{9}$	0.3875	2.23

Estimation Period:
Feb 24, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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