Cementos Pacasmayo SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.73% (-3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9193 | 25.21 | |
| 0.2127 | 13.81 | |
| 0.6229 | 58.71 | |
| -0.0073 | -0.32 |
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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