Regional SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.40% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2350 | 18.27 | |
| 0.0899 | 12.48 | |
| 0.8233 | 127.56 | |
| 0.0535 | 3.73 |
Estimation Period:
Jul 15, 2011 to Feb 13, 2026
Jul 15, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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