Pacific Lime and Cement Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:71.19% (-2.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8284 | 5.73 | |
| 0.1670 | 4.18 | |
| 0.3595 | 2.83 | |
| 2.1534 | 4.53 | |
| -3.8919 | -5.30 | |
| 2.7461 | 4.45 | |
| -1.7153 | -3.14 | |
| 0.8752 | 1.87 | |
| -0.0054 | -0.02 |
Estimation Period:
Sep 21, 2017 to Feb 6, 2026
Sep 21, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Pacific Lime and Cement Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on Depositary Receipts