Grupo Financiero Banorte Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.67% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0681 | 14.89 | |
| 0.7560 | 50.98 | |
| 0.0708 | 9.69 | |
| 0.0618 | 2.81 | |
| 0.0396 | 3.43 | |
| 0.9510 | 66.07 |
Estimation Period:
Mar 4, 2008 to Feb 13, 2026
Mar 4, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Grupo Financiero Banorte Sa Analyses
Other MF2-GARCH Analyses on International Equities