Lucky Cement EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.89% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0714 | 25.93 | |
| 0.2474 | 45.11 | |
| 0.9627 | 581.35 | |
| 0.0421 | 9.81 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities