Sigma Foods SAB de CV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.41% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1127 | 19.46 | |
| 0.0479 | 14.51 | |
| 0.9020 | 298.48 | |
| 0.0639 | 8.32 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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