Sigma Foods SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.08% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0493 | 8.42 | |
| 0.1313 | 6.47 | |
| 0.7693 | 26.11 | |
| -0.0640 | -2.50 | |
| 0.1658 | 3.92 | |
| -0.2225 | -5.87 | |
| 0.1908 | 5.51 | |
| -0.0819 | -2.36 | |
| 0.0001 | 0.00 | |
| 0.0313 | 1.01 | |
| -0.0238 | -0.67 | |
| -0.0009 | -0.03 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Sigma Foods SAB de CV Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities