Cementos Pacasmayo SAA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.43% (-5.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9114 | 24.93 | |
| 0.2078 | 24.33 | |
| 0.6256 | 58.85 |
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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