V-Lab: Genomma Lab Internacional SAB de CV Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Genomma Lab Internacional SAB de CV Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:27.17% (-0.77%)

Analysis last updated: Thursday, May 16, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9460	5.90
$α$	0.1120	6.00
$β$	0.7439	16.51
$γ_{1}$	-0.9633	-4.40
$γ_{2}$	1.5752	4.79
$γ_{3}$	-0.9659	-3.90
$γ_{4}$	0.8739	3.28
$γ_{5}$	-1.2207	-3.19
$γ_{6}$	1.1752	2.46
$γ_{7}$	-0.6111	-1.60
$γ_{8}$	0.1124	0.40
$γ_{9}$	0.0445	0.14
$γ_{10}$	0.0139	0.03

Estimation Period:
Jun 18, 2008 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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