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

V-Lab

| |

V-Lab

Alsea SAB de CV Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.86% (+0.49%)

Analysis last updated: Wednesday, May 1, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0725	6.86
$α$	0.1339	6.45
$β$	0.7671	25.60
$γ_{1}$	0.0602	0.62
$γ_{2}$	0.2588	1.59
$γ_{3}$	-0.7026	-5.41
$γ_{4}$	0.6567	6.47
$γ_{5}$	-0.4506	-4.63
$γ_{6}$	0.2699	2.57
$γ_{7}$	0.0033	0.03
$γ_{8}$	-0.2945	-2.62
$γ_{9}$	0.3038	1.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts