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Arab Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:33.94% (+18.28%)
Analysis last updated: Tuesday, February 17, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arab Cement Co Ltd SGARCH
paramt-stat
ω0.68393.42
α0.09836.03
β0.823832.36
γ10.05020.38
γ2-0.2815-1.54
γ30.43733.73
γ4-0.3262-2.39
γ50.21051.49
γ6-0.1895-1.61
γ70.22552.16
γ8-0.2772-2.66
γ90.26612.27
γ10-0.1554-1.00
Estimation Period:
Oct 22, 2001 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts