Bolsa Mexicana de Valores SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.83% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2548 | 17.66 | |
| 0.0868 | 12.21 | |
| 0.8225 | 119.62 | |
| 0.0309 | 2.49 |
Estimation Period:
Jun 13, 2008 to Jan 30, 2026
Jun 13, 2008 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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