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

V-Lab

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V-Lab

Fomento Economico Mexicano SAB de CV Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:21.12% (-0.88%)

Analysis last updated: Tuesday, November 12, 2024 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1976	3.47
$α$	0.0946	6.86
$β$	0.8363	40.28
$γ_{1}$	0.1066	1.37
$γ_{2}$	-0.2326	-2.23
$γ_{3}$	0.3260	5.39
$γ_{4}$	-0.3479	-6.40
$γ_{5}$	0.2057	3.70
$γ_{6}$	-0.0973	-1.55
$γ_{7}$	0.1109	1.77
$γ_{8}$	-0.1141	-1.69
$γ_{9}$	0.0474	0.56

Estimation Period:
Jan 9, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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