V-Lab: Alfa SAB de CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alfa SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.19% (-0.52%)

Analysis last updated: Wednesday, May 1, 2024 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1189	8.74
$α$	0.1294	7.50
$β$	0.7777	29.61
$γ_{1}$	-0.0343	-1.60
$γ_{2}$	0.1104	3.28
$γ_{3}$	-0.1835	-6.24
$γ_{4}$	0.1889	6.78
$γ_{5}$	-0.1162	-4.37
$γ_{6}$	0.0440	1.62
$γ_{7}$	-0.0046	-0.19
$γ_{8}$	-0.0086	-0.57

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

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Volatility Forecasts

Volatility Forecasts