Southern Province Cement Co AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.15% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1192 | 18.56 | |
| 0.1423 | 41.63 | |
| 0.8177 | 219.98 | |
| -0.1060 | -1.99 |
Estimation Period:
Oct 19, 2001 to Feb 5, 2026
Oct 19, 2001 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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