Skip to main content
V-Lab

Sigma Foods SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.62% (-0.33%)
Analysis last updated: Sunday, February 15, 2026 at 02:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Foods SAB de CV SGARCH
paramt-stat
ω1.02088.39
α0.12676.33
β0.774726.11
γ1-0.0753-2.98
γ20.18554.44
γ3-0.2379-6.37
γ40.20315.93
γ5-0.0888-2.57
γ6-0.0000-0.00
γ70.03841.19
γ8-0.0389-0.98
γ90.03440.69
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts