V-Lab: Fomento Economico Mexicano SAB de CV Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Fomento Economico Mexicano SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 11th, 2025:18.75% (-1.61%)

Analysis last updated: Thursday, December 11, 2025 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1011	7.21
$α$	0.0914	3.43
$β$	0.7379	8.00
$γ_{1}$	2.0985	2.28
$γ_{2}$	-3.3447	-2.12
$γ_{3}$	1.0462	0.89
$γ_{4}$	2.0431	2.05
$γ_{5}$	-4.5367	-4.43
$γ_{6}$	5.6110	4.63
$γ_{7}$	-5.5683	-3.92
$γ_{8}$	4.2022	2.76
$γ_{9}$	-1.7899	-1.37

Estimation Period:
Jun 2, 1998 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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