V-Lab
Gruma SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:29.43% (-2.85%)
Analysis last updated: Tuesday, April 30, 2024 at 08:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3740 | 21.54 | |
| 0.1344 | 19.87 | |
| 0.7377 | 103.44 | |
| 0.0950 | 7.62 |
Estimation Period:
Apr 29, 1994 to Apr 26, 2024
Apr 29, 1994 to Apr 26, 2024
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