City Cement Co Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:19.84% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1451 | 22.11 | |
| 0.1151 | 14.24 | |
| 0.8155 | 127.79 | |
| 0.0249 | 1.70 |
Estimation Period:
Oct 15, 2012 to Feb 12, 2026
Oct 15, 2012 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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