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Cementos Pacasmayo SAA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.50% (-0.53%)
Analysis last updated: Sunday, February 8, 2026 at 02:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cementos Pacasmayo SAA SGARCH
paramt-stat
ω1.02035.13
α0.16406.59
β0.754721.72
γ1-0.5602-3.61
γ21.04834.29
γ3-0.7025-4.31
γ40.21021.48
γ50.03160.21
γ6-0.0815-0.49
γ70.06980.39
γ80.13690.73
γ9-0.4620-2.28
γ100.97522.03
Estimation Period:
Aug 11, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts