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Sigma Foods SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.08% (-1.61%)
Analysis last updated: Friday, February 6, 2026 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Foods SAB de CV S0GARCH
paramt-stat
ω1.04938.42
α0.13136.47
β0.769326.11
γ1-0.0640-2.50
γ20.16583.92
γ3-0.2225-5.87
γ40.19085.51
γ5-0.0819-2.36
γ60.00010.00
γ70.03131.01
γ8-0.0238-0.67
γ9-0.0009-0.03
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts