Gruma SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:24.09% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3944 | 22.99 | |
| 0.1417 | 20.98 | |
| 0.7253 | 100.86 | |
| 0.0878 | 7.19 |
Estimation Period:
Apr 29, 1994 to Jan 30, 2026
Apr 29, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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