Grupo Carso Sab De Cv GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 20th, 2026
1 Day
43.39%
decreased by 1.03%
1 Week
43.50%
decreased by 0.92%
1 Month
43.81%
decreased by 0.61%
Analysis last updated: Wednesday, May 20, 2026 at 06:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4220 | 14.05 | |
| 0.0500 | 10.09 | |
| 0.8725 | 162.68 | |
| 0.0474 | 4.33 |
Estimation Period:
Mar 4, 2008 to May 15, 2026
Mar 4, 2008 to May 15, 2026
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