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V-Lab

Sigma Foods SAB de CV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.78% (+5.36%)
Analysis last updated: Sunday, February 8, 2026 at 01:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sigma Foods SAB de CV SGARCH
paramt-stat
ω1.02658.45
α0.12756.38
β0.773426.06
γ1-0.0749-2.97
γ20.18504.42
γ3-0.2375-6.33
γ40.20195.87
γ5-0.0871-2.51
γ6-0.0016-0.05
γ70.03951.23
γ8-0.0405-1.03
γ90.03920.81
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts