V-Lab
V-Lab
Gruma SAB de CV GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:28.26% (-2.68%)

Analysis last updated: Friday, May 3, 2024 at 08:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gruma SAB de CV GARCH
paramt-stat
ω0.409823.96
α0.184738.15
β0.7226103.44
Estimation Period:
Apr 29, 1994 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts