Meghna Cement Mills PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:47.57% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 14.71 | |
| 0.0767 | 19.34 | |
| 0.9181 | 360.03 | |
| 0.0105 | 1.47 |
Estimation Period:
Apr 19, 2002 to Feb 5, 2026
Apr 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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