Bursa Cimento GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.60% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 11.97 | |
| 0.0549 | 18.11 | |
| 0.9413 | 308.13 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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