Cemex SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.94% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0726 | 15.42 | |
| 0.0216 | 12.99 | |
| 0.9348 | 505.32 | |
| 0.0674 | 14.99 |
Estimation Period:
Sep 15, 1999 to Feb 6, 2026
Sep 15, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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