Gruma SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:61.09% (+37.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3964 | 23.11 | |
| 0.1415 | 20.97 | |
| 0.7250 | 100.77 | |
| 0.0875 | 7.17 |
Estimation Period:
Apr 29, 1994 to Feb 13, 2026
Apr 29, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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