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

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V-Lab

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

Volatility Prediction for Friday, May 10th, 2024:22.65% (-0.03%)

Analysis last updated: Saturday, May 11, 2024 at 03:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1642	6.48
$α$	0.1027	9.32
$β$	0.8331	46.56
$γ_{1}$	-0.0131	-0.34
$γ_{2}$	0.1000	1.69
$γ_{3}$	-0.2283	-4.87
$γ_{4}$	0.2602	5.85
$γ_{5}$	-0.1760	-4.40
$γ_{6}$	0.0815	2.39
$γ_{7}$	-0.0327	-0.99
$γ_{8}$	0.0168	0.46
$γ_{9}$	-0.0471	-0.82

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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