Jk Lakshmi Cement Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.23% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8021 | 4.41 | |
| 0.1087 | 7.72 | |
| 0.7686 | 25.34 | |
| 0.2759 | 6.26 | |
| -0.3940 | -5.80 | |
| 0.1656 | 3.48 | |
| -0.0646 | -1.25 | |
| 0.0270 | 0.32 | |
| -0.0504 | -0.55 | |
| 0.1177 | 1.93 | |
| -0.1394 | -3.57 | |
| 0.0875 | 3.27 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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