Bursa Cimento Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.32% (+4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5024 | 4.09 | |
| 0.1639 | 8.12 | |
| 0.7020 | 19.28 | |
| 0.0812 | 0.97 | |
| -0.1497 | -1.22 | |
| 0.1494 | 1.87 | |
| -0.0757 | -0.82 | |
| -0.0913 | -0.65 | |
| 0.1978 | 1.34 | |
| -0.1609 | -1.42 | |
| 0.1460 | 1.90 | |
| -0.2488 | -5.03 | |
| 0.2140 | 6.43 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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