V-Lab
Empresas ICA SAB de CV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, August 6th, 2019:12.80% (-0.03%)
Analysis last updated: Monday, March 1, 2021 at 06:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 17.4440 | 4.25 | |
| 0.0981 | 67.07 | |
| 0.9934 | 697.12 | |
| 4 | 30.95 |
Estimation Period:
Apr 9, 1992 to Aug 2, 2019
Apr 9, 1992 to Aug 2, 2019
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