Cementos Pacasmayo SAA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.63% (-6.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1782 | 9.21 | |
| 0.2024 | 3.34 | |
| -0.0126 | -0.60 | |
| 1.8718 | 0.72 | |
| 0.4655 | 0.55 | |
| 0.1757 | 0.16 |
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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