V-Lab: Grupo Sanborns SAB de CV GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Grupo Sanborns SAB de CV GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 7th, 2023:0.00% (0.00%)

Analysis last updated: Tuesday, November 7, 2023 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.1118	71.45
$β$	0.9990	38423.08
$ν$	4	64.03

Estimation Period:
Feb 8, 2013 to Nov 3, 2023