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Sigma Foods SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.17% (-0.80%)
Analysis last updated: Saturday, February 21, 2026 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Foods SAB de CV S0GARCH
paramt-stat
ω1.08798.79
α0.12746.33
β0.775726.48
γ1-0.0560-2.23
γ20.15493.70
γ3-0.2175-5.78
γ40.18755.42
γ5-0.0792-2.28
γ6-0.0022-0.07
γ70.03281.05
γ8-0.0246-0.70
γ9-0.0005-0.02
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts