V-Lab: Grupo Elektra SAB DE CV MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Grupo Elektra SAB DE CV MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:10.68% (+0.18%)

Analysis last updated: Saturday, May 11, 2024 at 03:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2424	32.12
$β$	0.5946	57.01
$γ$	0.0294	2.70
$λ_{1}$	0.0068	2.91
$λ_{2}$	0.0403	8.77
$λ_{3}$	0.9597	194.26

Estimation Period:
Jul 15, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts