Fideicomiso Irrevocable GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.13% (+1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2449 | 15.88 | |
| 0.1360 | 10.53 | |
| 0.6861 | 44.86 | |
| 0.0604 | 2.45 |
Estimation Period:
Nov 10, 2014 to Feb 6, 2026
Nov 10, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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