Cementos Pacasmayo SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:65.91% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5774 | 4.82 | |
| 0.2434 | 6.78 | |
| 0.1822 | 2.34 | |
| -0.6619 | -2.34 | |
| 1.1061 | 2.65 | |
| -0.9084 | -2.85 | |
| 0.8302 | 2.77 | |
| -0.4561 | -1.85 | |
| -0.0725 | -0.30 | |
| 0.1568 | 0.62 | |
| 0.1152 | 0.42 | |
| 0.6112 | 0.82 |
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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