V-Lab: Promotora y Operadora de Infraestructura SAB de CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Promotora y Operadora de Infraestructura SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.12% (-0.58%)

Analysis last updated: Wednesday, May 1, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3088	2.91
$α$	0.0818	7.00
$β$	0.9005	58.96
$γ_{1}$	-0.0271	-1.71
$γ_{2}$	0.0443	2.10
$γ_{3}$	-0.0188	-2.33

Estimation Period:
Sep 22, 1993 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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