V-Lab
CCM SOR SA de CV APARCH Volatility Analysis
Volatility Prediction for Monday, July 11th, 2016:36.29% (+0.40%)
Analysis last updated: Friday, July 8, 2016 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1436 | 14.41 | |
| 0.1468 | 24.24 | |
| 0.8378 | 130.50 | |
| 0.2036 | 15.16 | |
| 1.8980 | 26.29 |
Estimation Period:
Sep 9, 1996 to Jul 8, 2016
Sep 9, 1996 to Jul 8, 2016
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