South Valley Cement GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.97% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1628 | 8.25 | |
| 0.0626 | 9.91 | |
| 0.9156 | 162.51 | |
| 0.0216 | 2.16 |
Estimation Period:
Feb 3, 1999 to Feb 5, 2026
Feb 3, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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