Skip to main content
V-Lab

Sigma Foods SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.79% (-1.48%)
Analysis last updated: Friday, February 6, 2026 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Foods SAB de CV SGARCH
paramt-stat
ω1.03068.47
α0.12746.35
β0.774126.12
γ1-0.0744-2.95
γ20.18444.40
γ3-0.2373-6.32
γ40.20185.86
γ5-0.0870-2.50
γ6-0.0014-0.04
γ70.03861.20
γ8-0.0382-0.97
γ90.03220.67
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts