V-Lab: Kimberly-Clark de Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kimberly-Clark de Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.98% (-1.04%)

Analysis last updated: Saturday, April 27, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1904	6.49
$α$	0.1021	9.42
$β$	0.8365	48.43
$γ_{1}$	-0.0023	-0.06
$γ_{2}$	0.0808	1.35
$γ_{3}$	-0.2119	-4.45
$γ_{4}$	0.2445	5.41
$γ_{5}$	-0.1610	-3.97
$γ_{6}$	0.0675	1.95
$γ_{7}$	-0.0171	-0.53
$γ_{8}$	-0.0081	-0.25
$γ_{9}$	0.0107	0.46

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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