Sigma Foods SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.78% (+5.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0265 | 8.45 | |
| 0.1275 | 6.38 | |
| 0.7734 | 26.06 | |
| -0.0749 | -2.97 | |
| 0.1850 | 4.42 | |
| -0.2375 | -6.33 | |
| 0.2019 | 5.87 | |
| -0.0871 | -2.51 | |
| -0.0016 | -0.05 | |
| 0.0395 | 1.23 | |
| -0.0405 | -1.03 | |
| 0.0392 | 0.81 |
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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