Banco Del Bajio EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.79% (-2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2098 | 10.07 | |
| 0.4745 | 15.35 | |
| 0.3945 | 6.61 | |
| 0.0460 | 1.45 |
Estimation Period:
Aug 31, 2022 to Feb 6, 2026
Aug 31, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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