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

V-Lab

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V-Lab

Genomma Lab Internacional SAB de CV Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.75% (-4.55%)

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
$ω$	0.9458	5.87
$α$	0.1108	6.00
$β$	0.7497	17.06
$γ_{1}$	-0.9658	-4.37
$γ_{2}$	1.5793	4.76
$γ_{3}$	-0.9687	-3.88
$γ_{4}$	0.8774	3.27
$γ_{5}$	-1.2271	-3.18
$γ_{6}$	1.1837	2.46
$γ_{7}$	-0.6207	-1.61
$γ_{8}$	0.1262	0.45
$γ_{9}$	0.0176	0.05
$γ_{10}$	0.0979	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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