Alpek SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.85% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3201 | 10.67 | |
| 0.0663 | 6.06 | |
| 0.8448 | 69.71 | |
| 0.0191 | 1.65 |
Estimation Period:
Apr 26, 2012 to Feb 6, 2026
Apr 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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