Cherat Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.05% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4867 | 17.60 | |
| 0.1087 | 18.42 | |
| 0.8170 | 155.50 | |
| 0.0471 | 3.36 |
Estimation Period:
Oct 3, 1992 to Feb 13, 2026
Oct 3, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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