V-Lab: Industrias CH SAB de CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Industrias CH SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:21.17% (-1.68%)

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
$ω$	1.2556	5.42
$α$	0.1240	7.28
$β$	0.8073	36.30
$γ_{1}$	0.0444	0.40
$γ_{2}$	-0.0433	-0.24
$γ_{3}$	-0.0836	-0.59
$γ_{4}$	0.2151	1.78
$γ_{5}$	-0.2643	-2.51
$γ_{6}$	0.2258	2.15
$γ_{7}$	-0.1342	-1.42
$γ_{8}$	0.1121	0.98
$γ_{9}$	-0.2595	-1.84
$γ_{10}$	0.3165	2.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts