Cemex SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:34.34% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0793 | 15.49 | |
| 0.0209 | 13.74 | |
| 0.9277 | 534.38 | |
| 0.0805 | 16.46 |
Estimation Period:
Apr 3, 1992 to Jan 30, 2026
Apr 3, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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