Fomento Economico Mexicano SAB de CV MF2-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
0.00%
decreased by 0.16%
1 Week
0.00%
decreased by 0.16%
1 Month
0.00%
decreased by 0.16%
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 | |
|---|---|---|
| 81 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 5.8658 | 58,657,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jun 2, 1998 to Apr 30, 2026
Jun 2, 1998 to Apr 30, 2026
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