Fauji Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.07% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9857 | 6.77 | |
| 0.1231 | 8.26 | |
| 0.7687 | 25.74 | |
| -0.1516 | -1.63 | |
| 0.1102 | 0.78 | |
| 0.1077 | 1.12 | |
| -0.0863 | -0.89 | |
| 0.0368 | 0.44 | |
| -0.1009 | -1.40 | |
| 0.2692 | 3.71 | |
| -0.3762 | -5.59 | |
| 0.3610 | 5.27 | |
| -0.3297 | -3.47 |
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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