Fomento Economico Mexicano SAB de CV GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.79%
decreased by 0.31%
1 Week
21.02%
decreased by 0.08%
1 Month
21.91%
increased by 0.81%
Analysis last updated: Tuesday, June 9, 2026 at 08:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0299 | 12.83 | |
| 0.0485 | 18.27 | |
| 0.9322 | 408.50 | |
| 0.0267 | 4.80 |
Estimation Period:
Jan 9, 1990 to Jun 5, 2026
Jan 9, 1990 to Jun 5, 2026
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