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Cementos Pacasmayo SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (-0.87%)
Analysis last updated: Sunday, February 8, 2026 at 02:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cementos Pacasmayo SAA S0GARCH
paramt-stat
ω1.16184.05
α0.13887.04
β0.822123.73
γ1-0.5797-2.94
γ21.08423.52
γ3-0.7274-3.70
γ40.22521.36
γ50.01740.10
γ6-0.0741-0.40
γ70.10660.51
γ8-0.0358-0.16
γ9-0.0001-0.00
γ10-0.0519-0.23
Estimation Period:
Aug 11, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts