Lucky Cement (Pakistan) Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.57% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0860 | 19.64 | |
| 0.0499 | 21.89 | |
| 0.9125 | 538.01 | |
| 0.0580 | 10.18 |
Estimation Period:
Jan 13, 1995 to Feb 6, 2026
Jan 13, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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