Bursa Cimento AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.42% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0880 | 10.57 | |
| 0.0995 | 29.49 | |
| 0.8806 | 287.60 | |
| -0.6747 | -9.70 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
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