Northern Region Cement Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.94% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1982 | 3.50 | |
| 0.1127 | 4.23 | |
| 0.7998 | 19.43 | |
| 1.1472 | 2.74 | |
| -1.4723 | -1.95 | |
| 0.2131 | 0.31 | |
| 0.3058 | 0.55 | |
| 0.0466 | 0.11 | |
| -0.5722 | -1.51 | |
| 0.2430 | 0.61 | |
| -0.0564 | -0.14 | |
| 0.8297 | 2.59 | |
| -1.0653 | -4.59 |
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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