V-Lab
Promotora y Operadora de Infraestructura SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:34.19% (+0.11%)
Analysis last updated: Thursday, May 16, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 9.42 | |
| 0.0490 | 16.31 | |
| 0.9292 | 397.76 | |
| 0.0420 | 7.75 |
Estimation Period:
Sep 22, 1993 to May 10, 2024
Sep 22, 1993 to May 10, 2024
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