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

V-Lab

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V-Lab

Alsea SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.61% (+0.51%)

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
$ω$	2.0878	6.89
$α$	0.1338	6.46
$β$	0.7671	25.65
$γ_{1}$	0.0704	0.73
$γ_{2}$	0.2399	1.47
$γ_{3}$	-0.6855	-5.28
$γ_{4}$	0.6411	6.30
$γ_{5}$	-0.4390	-4.51
$γ_{6}$	0.2637	2.53
$γ_{7}$	0.0035	0.04
$γ_{8}$	-0.2875	-3.14
$γ_{9}$	0.2825	4.14

Estimation Period:
Jun 25, 1999 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts