Grupo Comercial Chedraui SA de CV GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
24.26%
decreased by 0.94%
1 Week
24.45%
decreased by 0.75%
1 Month
25.00%
decreased by 0.20%
Analysis last updated: Thursday, May 21, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1150 | 16.80 | |
| 0.0681 | 14.83 | |
| 0.8807 | 208.44 | |
| 0.0199 | 2.17 |
Estimation Period:
Apr 30, 2010 to May 15, 2026
Apr 30, 2010 to May 15, 2026
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