Fauji Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.74% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0114 | 6.83 | |
| 0.1213 | 8.18 | |
| 0.7735 | 26.36 | |
| -0.1403 | -1.48 | |
| 0.0990 | 0.69 | |
| 0.1006 | 1.03 | |
| -0.0684 | -0.69 | |
| 0.0145 | 0.17 | |
| -0.0781 | -1.07 | |
| 0.2442 | 3.36 | |
| -0.3411 | -5.16 | |
| 0.2979 | 4.89 | |
| -0.1836 | -4.07 |
Estimation Period:
Apr 15, 1997 to Feb 6, 2026
Apr 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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