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Sigma Foods SAB de CV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.75% (+5.68%)
Analysis last updated: Sunday, February 8, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Foods SAB de CV S0GARCH
paramt-stat
ω1.08138.74
α0.12686.33
β0.776526.57
γ1-0.0572-2.27
γ20.15673.74
γ3-0.2187-5.81
γ40.18795.43
γ5-0.0788-2.26
γ6-0.0026-0.08
γ70.03251.04
γ8-0.0232-0.66
γ9-0.0023-0.07
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts