V-Lab: Coca-Cola Femsa SAB de CV Zero Slope Spline-GARCH Volatility Analysis

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Coca-Cola Femsa SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:21.45% (-0.51%)

Analysis last updated: Friday, December 12, 2025 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4389	9.15
$α$	0.0626	6.66
$β$	0.8758	48.55
$γ_{1}$	0.0731	2.16
$γ_{2}$	-0.1682	-3.26
$γ_{3}$	0.1870	5.36
$γ_{4}$	-0.1596	-4.47
$γ_{5}$	0.1008	2.57
$γ_{6}$	-0.0319	-0.88
$γ_{7}$	0.0066	0.22
$γ_{8}$	-0.0155	-0.73

Estimation Period:
Sep 28, 1993 to Dec 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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