Cementos Pacasmayo SAA AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.78% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1170 | 10.73 | |
| 0.1258 | 31.12 | |
| 0.8538 | 132.25 | |
| 0.0305 | 0.68 |
Estimation Period:
Aug 11, 1999 to Jan 30, 2026
Aug 11, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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