Cementos Pacasmayo SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.04% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5830 | 4.83 | |
| 0.2332 | 6.10 | |
| 0.2137 | 2.41 | |
| -0.6398 | -2.26 | |
| 1.0736 | 2.57 | |
| -0.8936 | -2.79 | |
| 0.8325 | 2.76 | |
| -0.4926 | -1.98 | |
| 0.0393 | 0.16 | |
| -0.1211 | -0.42 | |
| 0.7557 | 2.01 | |
| -0.8637 | -2.27 |
Estimation Period:
Feb 8, 2012 to Feb 6, 2026
Feb 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cementos Pacasmayo SAA Analyses
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts