Flying Cement Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.04% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7298 | 23.13 | |
| 0.1819 | 15.08 | |
| 0.6546 | 57.20 | |
| -0.0046 | -0.27 |
Estimation Period:
May 1, 2012 to Feb 6, 2026
May 1, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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