V-Lab: Grupo Aeroportuario del Pacifico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Grupo Aeroportuario del Pacifico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:39.48% (-3.15%)

Analysis last updated: Wednesday, May 1, 2024 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4616	6.80
$α$	0.1631	7.31
$β$	0.5851	11.17
$γ_{1}$	0.6435	3.90
$γ_{2}$	-1.2270	-4.83
$γ_{3}$	0.9421	4.93
$γ_{4}$	-0.3764	-2.21
$γ_{5}$	-0.0094	-0.07
$γ_{6}$	-0.0512	-0.39
$γ_{7}$	0.3434	2.41
$γ_{8}$	-0.5439	-3.25
$γ_{9}$	0.4607	2.69
$γ_{10}$	-0.2735	-1.83

Estimation Period:
Feb 24, 2006 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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