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V-Lab

Cementir Holding Nv Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:68.94% (+20.66%)
Analysis last updated: Saturday, February 14, 2026 at 09:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cementir Holding Nv SGARCH
paramt-stat
ω1.41464.24
α0.09905.64
β0.827021.35
γ10.72631.15
γ2-1.3964-1.44
γ31.34981.63
γ4-2.2079-2.33
γ54.06724.89
γ6-4.3469-7.08
γ72.41012.28
γ8-0.7304-0.73
γ90.31070.32
γ100.07600.06
Estimation Period:
Oct 7, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts