Lucky Cement Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.82% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8591 | 3.07 | |
| 0.1381 | 8.68 | |
| 0.8081 | 35.89 | |
| 0.0139 | 0.14 | |
| -0.0009 | -0.01 | |
| -0.0933 | -1.39 | |
| 0.1806 | 2.97 | |
| -0.2160 | -2.81 | |
| 0.1808 | 2.11 | |
| -0.0987 | -1.07 | |
| 0.1279 | 1.16 | |
| -0.1853 | -1.62 | |
| 0.1211 | 1.57 |
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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