Cementos Pacasmayo SAA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.81% (-7.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3901 | 24.20 | |
| 0.3815 | 35.73 | |
| 0.7637 | 66.47 | |
| -0.0000 | -0.00 |
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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