Fomento Economico Mexicano SAB de CV GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, June 4th, 2026
1 Day
34.50%
decreased by 0.53%
1 Week
34.63%
decreased by 0.40%
1 Month
35.14%
increased by 0.11%
Analysis last updated: Thursday, June 4, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 9.21 | |
| 0.0277 | 9.63 | |
| 0.9631 | 408.97 | |
| 0.0182 | 2.58 |
Estimation Period:
Jun 2, 1998 to Apr 30, 2026
Jun 2, 1998 to Apr 30, 2026
Other Fomento Economico Mexicano SAB de CV Analyses
Other GJR-GARCH Analyses on Units