Sigma Foods SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.80% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1116 | 19.36 | |
| 0.0474 | 14.48 | |
| 0.9026 | 300.76 | |
| 0.0641 | 8.39 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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