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

V-Lab

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V-Lab

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

Volatility Prediction for Friday, May 10th, 2024:27.20% (+11.85%)

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
$ω$	1.8561	7.55
$α$	0.0825	2.71
$β$	0.6864	4.90
$γ_{1}$	1.6814	1.14
$γ_{2}$	-2.0636	-0.88
$γ_{3}$	-0.8090	-0.61
$γ_{4}$	2.5267	2.67
$γ_{5}$	-0.6657	-0.67
$γ_{6}$	-3.5510	-2.75
$γ_{7}$	6.6865	4.07
$γ_{8}$	-6.8514	-4.14
$γ_{9}$	4.2926	3.59

Estimation Period:
Jun 2, 1998 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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