Cementos Pacasmayo SAA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1618 | 4.05 | |
| 0.1388 | 7.04 | |
| 0.8221 | 23.73 | |
| -0.5797 | -2.94 | |
| 1.0842 | 3.52 | |
| -0.7274 | -3.70 | |
| 0.2252 | 1.36 | |
| 0.0174 | 0.10 | |
| -0.0741 | -0.40 | |
| 0.1066 | 0.51 | |
| -0.0358 | -0.16 | |
| -0.0001 | -0.00 | |
| -0.0519 | -0.23 |
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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