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Asia Cement Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.09% (-0.54%)
Analysis last updated: Sunday, February 8, 2026 at 03:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asia Cement Corp S0GARCH
paramt-stat
ω1.71576.18
α0.06937.75
β0.894158.71
γ10.05561.61
γ2-0.0262-0.51
γ3-0.0765-2.17
γ40.06391.71
γ5-0.0434-1.19
γ60.08212.46
γ7-0.0970-2.40
γ80.05521.61
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts