Fibra MTY Sapi DE CV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.75% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 10.40 | |
| 0.0778 | 13.72 | |
| 0.8834 | 179.37 | |
| 0.0351 | 3.19 |
Estimation Period:
Dec 11, 2014 to Feb 6, 2026
Dec 11, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Fibra MTY Sapi DE CV Analyses
Other GJR-GARCH Analyses on Real Estate