V-Lab: Alpek SAB de CV GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Alpek SAB de CV GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.50% (-2.37%)

Analysis last updated: Friday, May 3, 2024 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.6936	5.90
$α$	0.0744	9.81
$β$	0.9376	80.91
$ν$	4	4.46

Estimation Period:
Apr 26, 2012 to Apr 30, 2024