Lucky Cement GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.98% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 16.70 | |
| 0.1402 | 25.68 | |
| 0.8779 | 309.76 | |
| -0.0481 | -6.04 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
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