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Grupo Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.29% (-1.11%)
Analysis last updated: Saturday, February 21, 2026 at 10:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grupo Mexico SAB de CV S0GARCH
paramt-stat
ω1.17566.70
α0.07558.27
β0.876758.33
γ10.06891.88
γ2-0.1483-2.73
γ30.15164.05
γ4-0.1335-3.78
γ50.08902.71
γ60.00520.17
γ7-0.0654-2.19
γ80.03771.68
Estimation Period:
Aug 11, 1994 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts