Cementos Pacasmayo SAA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1135 | 17.62 | |
| 0.2704 | 35.69 | |
| 0.9374 | 160.65 | |
| -0.0067 | -0.57 |
Estimation Period:
Aug 11, 1999 to Feb 6, 2026
Aug 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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