V-Lab: Industrias CH SAB de CV MF2-GARCH Volatility Analysis

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V-Lab

Industrias CH SAB de CV MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:23.80% (-1.62%)

Analysis last updated: Saturday, May 4, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.0986	24.02
$β$	0.7738	108.92
$γ$	0.0748	12.61
$λ_{1}$	0.1395	1.53
$λ_{2}$	0.1584	1.48
$λ_{3}$	0.8130	6.35

Estimation Period:
Aug 25, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts