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V-Lab

Sigma Foods SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.98% (-0.75%)
Analysis last updated: Saturday, February 21, 2026 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Foods SAB de CV SGARCH
paramt-stat
ω1.03208.50
α0.12746.34
β0.773726.00
γ1-0.0740-2.94
γ20.18384.41
γ3-0.2370-6.34
γ40.20225.89
γ5-0.0881-2.54
γ6-0.0003-0.01
γ70.03791.17
γ8-0.0373-0.93
γ90.02850.57
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts