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

V-Lab

| |

V-Lab

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

Volatility Prediction for Monday, April 29th, 2024:23.39% (-1.11%)

Analysis last updated: Saturday, April 27, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1732	6.52
$α$	0.1027	9.34
$β$	0.8335	46.86
$γ_{1}$	-0.0114	-0.30
$γ_{2}$	0.0977	1.65
$γ_{3}$	-0.2273	-4.83
$γ_{4}$	0.2594	5.81
$γ_{5}$	-0.1754	-4.37
$γ_{6}$	0.0813	2.38
$γ_{7}$	-0.0326	-0.99
$γ_{8}$	0.0167	0.45
$γ_{9}$	-0.0471	-0.81

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Kimberly-Clark de Mexico SAB de CV Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH