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

V-Lab

| |

V-Lab

Grupo Televisa SAB Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:60.53% (+3.95%)

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
$ω$	1.3142	4.98
$α$	0.0449	6.50
$β$	0.9230	78.68
$γ_{1}$	0.0488	1.80
$γ_{2}$	-0.1266	-3.25
$γ_{3}$	0.1581	4.59
$γ_{4}$	-0.1335	-3.77
$γ_{5}$	0.1012	3.21
$γ_{6}$	-0.0570	-2.05
$γ_{7}$	-0.0055	-0.12

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts