Grupo Mexico SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.38% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1004 | 17.51 | |
| 0.0483 | 16.85 | |
| 0.9162 | 359.86 | |
| 0.0428 | 8.82 |
Estimation Period:
Aug 11, 1994 to Feb 6, 2026
Aug 11, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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