Asia Cement Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.64% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0343 | 11.35 | |
| 0.0676 | 17.53 | |
| 0.9409 | 522.75 | |
| -0.0337 | -7.08 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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