Sigma Foods SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.17% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0879 | 8.79 | |
| 0.1274 | 6.33 | |
| 0.7757 | 26.48 | |
| -0.0560 | -2.23 | |
| 0.1549 | 3.70 | |
| -0.2175 | -5.78 | |
| 0.1875 | 5.42 | |
| -0.0792 | -2.28 | |
| -0.0022 | -0.07 | |
| 0.0328 | 1.05 | |
| -0.0246 | -0.70 | |
| -0.0005 | -0.02 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Sigma Foods SAB de CV Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities