East African Portland Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:78.14% (+4.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2464 | 11.45 | |
| 0.0808 | 9.44 | |
| 0.8517 | 102.66 | |
| 0.0125 | 0.79 |
Estimation Period:
Mar 26, 1991 to Feb 6, 2026
Mar 26, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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