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

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V-Lab

Cemex SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:29.86% (+0.42%)

Analysis last updated: Friday, December 12, 2025 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9768	4.85
$α$	0.0760	8.82
$β$	0.8956	76.41
$γ_{1}$	0.0534	1.03
$γ_{2}$	-0.1317	-1.51
$γ_{3}$	0.1476	2.13
$γ_{4}$	-0.0808	-1.64
$γ_{5}$	-0.0381	-1.00
$γ_{6}$	0.1265	3.31
$γ_{7}$	-0.1251	-3.33
$γ_{8}$	0.0574	2.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts