Bolsa Mexicana de Valores SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.72% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2589 | 17.74 | |
| 0.0880 | 12.27 | |
| 0.8206 | 118.24 | |
| 0.0300 | 2.40 |
Estimation Period:
Jun 13, 2008 to Feb 20, 2026
Jun 13, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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