Pacific Lime and Cement Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:86.24% (+5.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0518 | 5.36 | |
| 0.4353 | 5.10 | |
| 0.1739 | 10.94 | |
| 3.5259 | 0.28 | |
| 0.1970 | 0.29 | |
| 0.7280 | 0.75 |
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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