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

V-Lab

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V-Lab

Grupo Televisa SAB Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:41.50% (-0.91%)

Analysis last updated: Wednesday, May 15, 2024 at 01:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3310	5.14
$α$	0.0442	6.38
$β$	0.9227	76.86
$γ_{1}$	0.0572	2.12
$γ_{2}$	-0.1420	-3.57
$γ_{3}$	0.1696	4.75
$γ_{4}$	-0.1397	-3.96
$γ_{5}$	0.0992	3.29
$γ_{6}$	-0.0437	-1.50
$γ_{7}$	-0.0288	-0.55

Estimation Period:
Dec 14, 1993 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts