Arca Continental SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.12% (-4.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3654 | 25.25 | |
| 0.1387 | 19.95 | |
| 0.6285 | 59.95 | |
| 0.1027 | 6.63 |
Estimation Period:
Dec 14, 2001 to Jan 30, 2026
Dec 14, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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