Northern Region Cement Co Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:14.75% (+0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2498 | 3.56 | |
| 0.1141 | 4.25 | |
| 0.7967 | 19.27 | |
| 1.1876 | 2.84 | |
| -1.5329 | -2.03 | |
| 0.2497 | 0.37 | |
| 0.2732 | 0.49 | |
| 0.0815 | 0.19 | |
| -0.6168 | -1.63 | |
| 0.3158 | 0.78 | |
| -0.2080 | -0.50 | |
| 1.1633 | 2.71 | |
| -1.8774 | -2.86 |
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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