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Bursa Cimento Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.32% (+5.22%)
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 SGARCH
paramt-stat
ω2.56814.20
α0.16678.16
β0.695919.04
γ10.10231.25
γ2-0.1845-1.54
γ30.17272.21
γ4-0.0894-0.97
γ5-0.0874-0.63
γ60.19981.36
γ7-0.1616-1.42
γ80.13511.75
γ9-0.2086-3.65
γ100.09561.13
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts