Sigma Foods SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.79% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0306 | 8.47 | |
| 0.1274 | 6.35 | |
| 0.7741 | 26.12 | |
| -0.0744 | -2.95 | |
| 0.1844 | 4.40 | |
| -0.2373 | -6.32 | |
| 0.2018 | 5.86 | |
| -0.0870 | -2.50 | |
| -0.0014 | -0.04 | |
| 0.0386 | 1.20 | |
| -0.0382 | -0.97 | |
| 0.0322 | 0.67 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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