Grupo Mexico SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.13% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1001 | 17.49 | |
| 0.0481 | 16.83 | |
| 0.9165 | 360.82 | |
| 0.0427 | 8.81 |
Estimation Period:
Aug 11, 1994 to Feb 13, 2026
Aug 11, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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