Northern Region Cement Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:15.77% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 10.67 | |
| 0.0745 | 10.87 | |
| 0.9047 | 195.73 | |
| 0.0024 | 0.19 |
Estimation Period:
Feb 5, 2013 to Feb 5, 2026
Feb 5, 2013 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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