Skip to main content
V-Lab

Asia Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:35.93% (-0.92%)
Analysis last updated: Friday, February 6, 2026 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asia Cement Co Ltd S0GARCH
paramt-stat
ω0.76775.49
α0.10323.55
β0.69838.23
γ10.02500.04
γ2-1.1045-1.22
γ33.14175.78
γ4-3.8665-5.99
γ52.37803.32
γ6-0.1705-0.29
γ7-1.1560-2.11
γ80.91461.94
γ90.26580.68
γ10-0.6384-1.92
Estimation Period:
Nov 6, 2013 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts