Bursa Cimento EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:28.62% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0095 | 3.93 | |
| 0.0442 | 17.77 | |
| 0.9976 | 1,364.76 | |
| 0.0351 | 11.90 |
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Dec 30, 1994 to Feb 13, 2026
News Impact Curve
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