Southern Province Cement Co GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.97% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0964 | 12.79 | |
| 0.1167 | 33.30 | |
| 0.8492 | 178.97 |
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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