Cemex SAB de CV GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
35.15%
increased by 2.62%
1 Week
35.32%
increased by 2.79%
1 Month
35.96%
increased by 3.43%
Analysis last updated: Tuesday, June 9, 2026 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0787 | 15.48 | |
| 0.0206 | 13.87 | |
| 0.9284 | 542.26 | |
| 0.0800 | 16.56 |
Estimation Period:
Apr 3, 1992 to Jun 5, 2026
Apr 3, 1992 to Jun 5, 2026
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