Cimentas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.41% (-7.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0787 | 5.34 | |
| 0.2174 | 8.38 | |
| 0.6552 | 19.49 | |
| -0.0229 | -0.51 | |
| -0.0123 | -0.19 | |
| 0.1079 | 2.20 | |
| -0.1442 | -2.38 | |
| 0.1142 | 1.78 | |
| -0.0152 | -0.24 | |
| -0.0745 | -1.10 | |
| 0.0587 | 1.19 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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