South Valley Cement Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.78% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6360 | 4.33 | |
| 0.2017 | 7.61 | |
| 0.6996 | 19.46 | |
| 0.0150 | 0.11 | |
| -0.3337 | -1.39 | |
| 0.5146 | 2.22 | |
| -0.1645 | -0.90 | |
| -0.0541 | -0.41 | |
| -0.0343 | -0.29 | |
| 0.2243 | 2.05 | |
| -0.3645 | -3.26 | |
| 0.3742 | 3.51 | |
| -0.2678 | -3.50 |
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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