Bursa Cimento Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.32% (+5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5681 | 4.20 | |
| 0.1667 | 8.16 | |
| 0.6959 | 19.04 | |
| 0.1023 | 1.25 | |
| -0.1845 | -1.54 | |
| 0.1727 | 2.21 | |
| -0.0894 | -0.97 | |
| -0.0874 | -0.63 | |
| 0.1998 | 1.36 | |
| -0.1616 | -1.42 | |
| 0.1351 | 1.75 | |
| -0.2086 | -3.65 | |
| 0.0956 | 1.13 |
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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