Alpek SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.47% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3209 | 10.72 | |
| 0.0672 | 6.15 | |
| 0.8443 | 69.99 | |
| 0.0183 | 1.58 |
Estimation Period:
Apr 26, 2012 to Feb 13, 2026
Apr 26, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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