Grupo Financiero Banorte Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.55% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1303 | 13.93 | |
| 0.0359 | 10.81 | |
| 0.9160 | 322.63 | |
| 0.0662 | 7.30 |
Estimation Period:
Mar 4, 2008 to Feb 13, 2026
Mar 4, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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