Cimentas Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:52.19% (-8.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0869 | 5.45 | |
| 0.2190 | 8.31 | |
| 0.6459 | 18.61 | |
| -0.0158 | -0.35 | |
| -0.0248 | -0.39 | |
| 0.1180 | 2.46 | |
| -0.1527 | -2.59 | |
| 0.1229 | 1.92 | |
| -0.0270 | -0.39 | |
| -0.0517 | -0.59 | |
| 0.0003 | 0.00 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
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