Budimex Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.84% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9863 | 5.42 | |
| 0.1061 | 2.39 | |
| 0.2404 | 0.74 | |
| 4.4130 | 3.53 | |
| -8.4888 | -4.38 | |
| 7.1837 | 4.65 | |
| -5.3408 | -3.23 | |
| 4.3535 | 2.64 | |
| -3.3723 | -2.33 | |
| 0.5387 | 0.32 |
Estimation Period:
Mar 31, 2021 to Feb 6, 2026
Mar 31, 2021 to Feb 6, 2026
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