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V-Lab

Hsing Ta Cement Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.80% (-0.02%)
Analysis last updated: Sunday, February 8, 2026 at 03:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hsing Ta Cement Co SGARCH
paramt-stat
ω1.00314.49
α0.10887.12
β0.833138.11
γ1-0.0080-0.12
γ20.02050.21
γ3-0.0913-1.39
γ40.20543.33
γ5-0.2954-3.47
γ60.33342.72
γ7-0.2375-1.46
γ80.11150.70
γ9-0.1075-0.83
γ100.12320.90
Estimation Period:
Oct 27, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts