Pacific Lime and Cement Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:89.26% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1036 | 7.80 | |
| 0.1109 | 12.44 | |
| 0.9757 | 338.18 | |
| -0.0541 | -5.96 |
Estimation Period:
Sep 21, 2017 to Feb 6, 2026
Sep 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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