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 Monday, December 15th, 2025:24.83% (-0.94%)

Analysis last updated: Friday, December 12, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9718	3.44
$α$	0.0856	6.69
$β$	0.8402	38.83
$γ_{1}$	0.0499	0.70
$γ_{2}$	-0.1379	-1.45
$γ_{3}$	0.2647	4.89
$γ_{4}$	-0.3305	-6.69
$γ_{5}$	0.2286	5.04
$γ_{6}$	-0.1171	-2.54
$γ_{7}$	0.1106	2.39
$γ_{8}$	-0.1129	-2.19
$γ_{9}$	0.0512	1.18

Estimation Period:
Jan 9, 1990 to Dec 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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