Crown Cement Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.55% (+2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 8.76 | |
| 0.1094 | 16.58 | |
| 0.8887 | 203.28 | |
| 0.0038 | 0.35 |
Estimation Period:
May 24, 2011 to Feb 5, 2026
May 24, 2011 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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