V-Lab: Grupo Televisa SAB Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Grupo Televisa SAB Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:60.74% (+3.94%)

Analysis last updated: Tuesday, November 12, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2972	4.91
$α$	0.0449	6.51
$β$	0.9231	78.64
$γ_{1}$	0.0443	1.63
$γ_{2}$	-0.1192	-3.05
$γ_{3}$	0.1528	4.40
$γ_{4}$	-0.1294	-3.63
$γ_{5}$	0.0984	3.11
$γ_{6}$	-0.0559	-2.24
$γ_{7}$	-0.0039	-0.23

Estimation Period:
Dec 14, 1993 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts