V-Lab: Cemex SAB de CV MF2-GARCH Volatility Analysis

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V-Lab

Cemex SAB de CV MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:27.38% (-0.19%)

Analysis last updated: Friday, December 12, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0220	13.56
$β$	0.8867	244.54
$γ$	0.1028	25.61
$λ_{1}$	0.0338	7.77
$λ_{2}$	0.0273	7.43
$λ_{3}$	0.9670	219.58

Estimation Period:
Apr 3, 1992 to Dec 11, 2025

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