V-Lab
Grupo Aeroportuario del Pacifico SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:44.41% (-0.52%)
Analysis last updated: Tuesday, May 7, 2024 at 10:08 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3745 | 6.53 | |
| 0.1684 | 7.42 | |
| 0.5988 | 12.36 | |
| 0.4232 | 3.44 | |
| -0.9069 | -5.10 | |
| 0.9064 | 6.72 | |
| -0.5831 | -4.40 | |
| 0.1650 | 1.27 | |
| 0.0800 | 0.58 | |
| -0.0947 | -0.70 | |
| -0.0956 | -0.80 | |
| 0.4188 | 2.37 |
Estimation Period:
Feb 24, 2006 to May 3, 2024
Feb 24, 2006 to May 3, 2024
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