Grupo Mexico Sab De Cv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.94% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1228 | 13.52 | |
| 0.0519 | 13.49 | |
| 0.9296 | 386.69 | |
| 0.0191 | 2.20 |
Estimation Period:
Mar 3, 2008 to Feb 13, 2026
Mar 3, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Grupo Mexico Sab De Cv Analyses
Other GJR-GARCH Analyses on International Equities