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V-Lab

Ambuja Cements Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.71% (-1.44%)
Analysis last updated: Wednesday, February 11, 2026 at 09:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ambuja Cements Ltd S0GARCH
paramt-stat
ω1.89516.04
α0.08135.32
β0.871733.28
γ10.11382.31
γ2-0.1679-2.17
γ30.09422.12
γ4-0.0731-2.53
γ50.03690.73
γ60.01990.45
γ7-0.0383-1.10
γ80.01730.65
Estimation Period:
Jan 2, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts