Cementos Pacasmayo SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.50% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0203 | 5.13 | |
| 0.1640 | 6.59 | |
| 0.7547 | 21.72 | |
| -0.5602 | -3.61 | |
| 1.0483 | 4.29 | |
| -0.7025 | -4.31 | |
| 0.2102 | 1.48 | |
| 0.0316 | 0.21 | |
| -0.0815 | -0.49 | |
| 0.0698 | 0.39 | |
| 0.1369 | 0.73 | |
| -0.4620 | -2.28 | |
| 0.9752 | 2.03 |
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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