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Bursa Cimento Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.32% (+4.31%)
Analysis last updated: Thursday, February 12, 2026 at 12:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bursa Cimento S0GARCH
paramt-stat
ω2.50244.09
α0.16398.12
β0.702019.28
γ10.08120.97
γ2-0.1497-1.22
γ30.14941.87
γ4-0.0757-0.82
γ5-0.0913-0.65
γ60.19781.34
γ7-0.1609-1.42
γ80.14601.90
γ9-0.2488-5.03
γ100.21406.43
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts