V-Lab: Grupo Bimbo SAB de CV APARCH Volatility Analysis

V-Lab

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V-Lab

Grupo Bimbo SAB de CV APARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.22% (-0.22%)

Analysis last updated: Saturday, May 11, 2024 at 03:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1170	16.19
$α$	0.0726	30.64
$β$	0.8986	314.52
$γ$	0.2359	16.93
$δ$	1.9687	36.87

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts