Cimentas GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.45% (-5.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8016 | 20.26 | |
| 0.2110 | 17.05 | |
| 0.7519 | 120.17 | |
| -0.0540 | -2.79 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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