V-Lab: Genomma Lab Internacional SAB de CV Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Genomma Lab Internacional SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:42.70% (-4.67%)

Analysis last updated: Wednesday, May 1, 2024 at 09:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9609	5.93
$α$	0.1115	5.99
$β$	0.7466	16.69
$γ_{1}$	-0.9262	-4.19
$γ_{2}$	1.5146	4.57
$γ_{3}$	-0.9225	-3.69
$γ_{4}$	0.8372	3.11
$γ_{5}$	-1.1914	-3.08
$γ_{6}$	1.1525	2.39
$γ_{7}$	-0.5918	-1.54
$γ_{8}$	0.0934	0.34
$γ_{9}$	0.0719	0.27
$γ_{10}$	-0.0379	-0.18

Estimation Period:
Jun 18, 2008 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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