V-Lab
Grupo Mexico SAB de CV EGARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:34.37% (-0.93%)
Analysis last updated: Friday, May 3, 2024 at 08:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 18.50 | |
| 0.1447 | 38.27 | |
| 0.9813 | 1016.87 | |
| -0.0443 | -12.86 |
Estimation Period:
Aug 11, 1994 to Apr 30, 2024
Aug 11, 1994 to Apr 30, 2024
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