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Sigma Foods SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.12% (-0.40%)
Analysis last updated: Tuesday, February 17, 2026 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Foods SAB de CV S0GARCH
paramt-stat
ω1.08678.78
α0.12726.33
β0.775926.51
γ1-0.0562-2.23
γ20.15513.71
γ3-0.2177-5.79
γ40.18765.42
γ5-0.0793-2.28
γ6-0.0021-0.06
γ70.03241.04
γ8-0.0237-0.67
γ9-0.0015-0.05
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts