Banco Del Bajio Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.59% (-11.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9996 | 5.41 | |
| 0.2887 | 3.08 | |
| 0.3429 | 2.20 | |
| 0.0404 | 0.47 |
Estimation Period:
Aug 31, 2022 to Jan 30, 2026
Aug 31, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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