V-Lab: Grupo Elektra SAB DE CV Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

Grupo Elektra SAB DE CV Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:12.05% (-0.35%)

Analysis last updated: Thursday, May 9, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0325	17.45
$α$	0.1569	37.04
$β$	0.8431	208.85
$γ$	0.0182	2.09
$δ$	1.9991	39.36

Estimation Period:
Jul 18, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts