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

V-Lab

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V-Lab

Grupo Bimbo SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:32.50% (+2.66%)

Analysis last updated: Saturday, May 4, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1660	8.36
$α$	0.0800	9.05
$β$	0.8753	58.38
$γ_{1}$	-0.0061	-1.67
$γ_{2}$	0.0116	2.22
$γ_{3}$	-0.0070	-2.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts