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V-Lab

Grupo Elektra SAB DE CV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 30th, 2025:29.85% (-0.43%)
Analysis last updated: Tuesday, September 30, 2025 at 11:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grupo Elektra SAB DE CV SGARCH
paramt-stat
ω1.56535.67
α0.19497.76
β0.744727.76
γ10.12612.18
γ2-0.1930-1.95
γ30.00040.00
γ40.24772.35
γ5-0.3538-2.44
γ60.24711.78
γ7-0.0537-0.58
γ8-0.1558-1.77
γ90.35803.53
γ10-0.2790-2.96
Estimation Period:
Jul 15, 1994 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts