Southern Province Cement Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.58% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0963 | 12.62 | |
| 0.1161 | 14.31 | |
| 0.8493 | 180.29 | |
| 0.0009 | 0.06 |
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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