V-Lab
Bolsa Mexicana de Valores SAB de CV MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:23.97% (-0.39%)
Analysis last updated: Thursday, May 9, 2024 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0989 | 13.18 | |
| 0.6380 | 18.75 | |
| 0.0517 | 5.08 | |
| 0.2546 | 1.10 | |
| 0.0533 | 1.16 | |
| 0.8637 | 7.40 |
Estimation Period:
Jun 13, 2008 to May 3, 2024
Jun 13, 2008 to May 3, 2024
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