Banco Del Bajio GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:40.19% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9019 | 11.62 | |
| 0.2931 | 6.84 | |
| 0.3408 | 8.91 | |
| -0.0096 | -0.13 |
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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