Budimex Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.29% (-11.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9873 | 5.42 | |
| 0.1076 | 2.42 | |
| 0.2405 | 0.75 | |
| 4.4117 | 3.53 | |
| -8.4876 | -4.38 | |
| 7.1994 | 4.66 | |
| -5.4138 | -3.30 | |
| 4.5695 | 2.84 | |
| -3.9287 | -3.08 | |
| 2.0833 | 2.55 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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