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Grupo Mexico SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.98% (-1.82%)
Analysis last updated: Tuesday, February 17, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Grupo Mexico SAB de CV S0GARCH
paramt-stat
ω1.17386.69
α0.07568.28
β0.876658.27
γ10.06881.88
γ2-0.1484-2.72
γ30.15164.04
γ4-0.1332-3.76
γ50.08822.68
γ60.00610.20
γ7-0.0656-2.19
γ80.03721.66
Estimation Period:
Aug 11, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts