V-Lab: Alpek SAB de CV Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Alpek SAB de CV Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:42.53% (+0.40%)

Analysis last updated: Saturday, May 4, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1250	10.57
$α$	0.1080	26.91
$β$	0.8564	172.42
$γ$	0.0944	7.35
$δ$	1.6825	16.79

Estimation Period:
Apr 26, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts