V-Lab: Grupo Mexico SAB de CV APARCH Volatility Analysis

V-Lab

| |

V-Lab

Grupo Mexico SAB de CV APARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:29.98% (-0.94%)

Analysis last updated: Thursday, May 16, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0696	13.85
$α$	0.0662	30.45
$β$	0.9256	447.56
$γ$	0.2215	16.11
$δ$	1.7713	31.16

Estimation Period:
Aug 11, 1994 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts