Cementos Pacasmayo SAA GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:21.97% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1189 | 10.81 | |
| 0.1249 | 30.33 | |
| 0.8532 | 132.42 |
Estimation Period:
Aug 11, 1999 to Feb 6, 2026
Aug 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cementos Pacasmayo SAA Analyses
Other GARCH Analyses on International Equities