Cementos Pacasmayo SAA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.81% (-6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0460 | 27.61 | |
| 0.2279 | 26.62 | |
| 0.5802 | 52.00 | |
| -0.1214 | -1.11 |
Estimation Period:
Feb 8, 2012 to Feb 6, 2026
Feb 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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