V-Lab
Grupo Elektra SAB DE CV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:12.14% (-0.38%)
Analysis last updated: Saturday, May 11, 2024 at 03:05 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7069 | 4.22 | |
| 0.1566 | 7.32 | |
| 0.8305 | 37.16 | |
| -0.0031 | -2.66 |
Estimation Period:
Jul 15, 1994 to May 3, 2024
Jul 15, 1994 to May 3, 2024
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