Pacific Lime and Cement Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:78.31% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7279 | 9.27 | |
| 0.0441 | 6.92 | |
| 0.9218 | 214.67 | |
| 0.0368 | 2.59 |
Estimation Period:
Sep 21, 2017 to Feb 13, 2026
Sep 21, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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