V-Lab
V-Lab
Kimberly-Clark de Mexico SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:26.48% (-1.16%)

Analysis last updated: Saturday, April 27, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kimberly-Clark de Mexico SAB de CV GJR-GARCH
paramt-stat
ω0.120621.92
α0.059019.79
β0.8720285.44
γ0.07518.68
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts