V-Lab: Alfa SAB de CV APARCH Volatility Analysis

V-Lab

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V-Lab

Alfa SAB de CV APARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:27.49% (-0.91%)

Analysis last updated: Friday, May 3, 2024 at 08:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1030	14.42
$α$	0.0750	29.79
$β$	0.9048	298.72
$γ$	0.1961	15.57
$δ$	2.0135	37.07

Estimation Period:
Jan 2, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts