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Grupo Aeromexico Sab De Cv Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Sunday, January 1, 2023 at 12:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grupo Aeromexico Sab De Cv S0GARCH
paramt-stat
ω0.86883.97
α0.14894.61
β0.749516.78
γ10.23021.49
γ2-0.0223-0.08
γ3-0.6313-1.67
γ40.86462.00
γ5-0.6941-2.07
γ60.28671.50
Estimation Period:
Apr 25, 2011 to Dec 30, 2022
Impact of return on volatility tomorrow
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