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ALEATICA SAB de CV Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, April 1, 2025 at 11:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ALEATICA SAB de CV S0GARCH
paramt-stat
ω0.59714.93
α0.14782.95
β0.75428.99
γ1-0.3859-0.82
γ20.19500.27
γ30.62751.28
γ4-0.9045-2.08
γ50.52060.87
γ60.05220.07
γ70.15070.19
γ8-1.2943-1.58
γ92.32422.24
γ10-1.7797-1.68
Estimation Period:
Nov 11, 2010 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts