Southern Province Cement Co MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.87% (-1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.1141 | 20.02 | |
| 0.8360 | 120.60 | |
| -0.0056 | -0.78 | |
| 0.0068 | 2.78 | |
| 0.0047 | 2.47 | |
| 0.9923 | 318.03 |
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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