East African Portland Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.72% (+9.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9729 | 2.73 | |
| 0.2073 | 4.16 | |
| 0.5185 | 5.33 | |
| -0.2352 | -1.02 | |
| 0.6241 | 1.93 | |
| -0.6500 | -3.08 | |
| 0.4731 | 2.31 | |
| -0.4261 | -2.95 | |
| 0.3817 | 3.49 | |
| -0.2919 | -2.04 |
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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