V-Lab: Kimberly-Clark de Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kimberly-Clark de Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:25.49% (-0.43%)

Analysis last updated: Saturday, May 4, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2038	6.59
$α$	0.1025	9.44
$β$	0.8362	48.37
$γ_{1}$	-0.0011	-0.03
$γ_{2}$	0.0793	1.33
$γ_{3}$	-0.2110	-4.43
$γ_{4}$	0.2434	5.38
$γ_{5}$	-0.1605	-3.96
$γ_{6}$	0.0674	1.95
$γ_{7}$	-0.0169	-0.52
$γ_{8}$	-0.0084	-0.26
$γ_{9}$	0.0109	0.47

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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