South Valley Cement Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:33.09% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6507 | 4.41 | |
| 0.1993 | 7.63 | |
| 0.7033 | 19.90 | |
| 0.0382 | 0.28 | |
| -0.3716 | -1.56 | |
| 0.5413 | 2.34 | |
| -0.1860 | -1.01 | |
| -0.0354 | -0.26 | |
| -0.0558 | -0.47 | |
| 0.2552 | 2.32 | |
| -0.4139 | -3.63 | |
| 0.4684 | 3.60 | |
| -0.5142 | -2.35 |
Estimation Period:
Feb 3, 1999 to Feb 12, 2026
Feb 3, 1999 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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