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Arab Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.22% (-0.40%)
Analysis last updated: Friday, February 13, 2026 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arab Cement Co Ltd S0GARCH
paramt-stat
ω0.66963.33
α0.09946.07
β0.821332.14
γ10.02540.19
γ2-0.2356-1.29
γ30.39683.43
γ4-0.2908-2.14
γ50.18131.27
γ6-0.1655-1.40
γ70.20671.99
γ8-0.2628-2.64
γ90.25352.55
γ10-0.1387-1.89
Estimation Period:
Oct 22, 2001 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts