V-Lab
Bolsa Mexicana de Valores SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:25.42% (-0.62%)
Analysis last updated: Friday, May 3, 2024 at 08:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1324 | 10.60 | |
| 0.1193 | 6.37 | |
| 0.7814 | 23.60 | |
| 0.0018 | 0.69 |
Estimation Period:
Jun 13, 2008 to Apr 30, 2024
Jun 13, 2008 to Apr 30, 2024
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