Arca Continental SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.26% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3720 | 25.20 | |
| 0.1367 | 19.79 | |
| 0.6255 | 58.82 | |
| 0.1067 | 6.84 |
Estimation Period:
Dec 14, 2001 to Feb 13, 2026
Dec 14, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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