Cementos Pacasmayo SAA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.65% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1166 | 10.84 | |
| 0.1165 | 9.55 | |
| 0.8552 | 131.09 | |
| 0.0138 | 0.65 |
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 GJR-GARCH Analyses on International Equities