Grupo Mexico Sab De Cv EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:63.41% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 12.99 | |
| 0.1248 | 27.41 | |
| 0.9932 | 1,358.65 | |
| -0.0102 | -1.74 |
Estimation Period:
Mar 3, 2008 to Feb 13, 2026
Mar 3, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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