Lucky Cement MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.22% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2474 | 27.20 | |
| 0.6058 | 40.47 | |
| -0.1039 | -9.97 | |
| 0.0467 | 1.82 | |
| 0.0673 | 3.75 | |
| 0.9222 | 43.06 |
Estimation Period:
Sep 21, 1992 to Feb 6, 2026
Sep 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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