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

V-Lab

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V-Lab

Cemex SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.81% (-0.57%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9313	4.87
$α$	0.0760	8.67
$β$	0.8984	77.16
$γ_{1}$	0.0282	0.78
$γ_{2}$	-0.0936	-1.60
$γ_{3}$	0.1491	2.83
$γ_{4}$	-0.1488	-3.51
$γ_{5}$	0.0935	3.04
$γ_{6}$	-0.0190	-0.70
$γ_{7}$	-0.0226	-1.16

Estimation Period:
Apr 3, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts