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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, April 29th, 2024:31.91% (+1.10%)

Analysis last updated: Saturday, April 27, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3807	2.48
$α$	0.1108	7.59
$β$	0.8337	42.71
$γ_{1}$	-0.0431	-0.21
$γ_{2}$	0.2480	0.92
$γ_{3}$	-0.6030	-3.49
$γ_{4}$	0.6781	3.76
$γ_{5}$	-0.4016	-2.74
$γ_{6}$	0.2555	1.89
$γ_{7}$	-0.2441	-1.91
$γ_{8}$	0.2206	2.09
$γ_{9}$	-0.2173	-1.79
$γ_{10}$	0.3148	1.73

Estimation Period:
Sep 22, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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