Lucky Cement Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.67% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8675 | 3.16 | |
| 0.1374 | 8.96 | |
| 0.8073 | 36.69 | |
| 0.0180 | 0.19 | |
| -0.0005 | -0.00 | |
| -0.1100 | -1.66 | |
| 0.2092 | 3.48 | |
| -0.2478 | -3.28 | |
| 0.2040 | 2.42 | |
| -0.1042 | -1.13 | |
| 0.1031 | 0.91 | |
| -0.0983 | -0.76 | |
| -0.1178 | -0.83 |
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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