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Cementir Holding NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:202.22% (-2.50%)
Analysis last updated: Thursday, February 12, 2026 at 09:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cementir Holding NV S0GARCH
paramt-stat
ω1.58105.29
α0.09516.57
β0.903159.97
γ1-0.2156-1.86
γ20.30041.72
γ3-0.1278-1.07
γ40.05460.47
γ50.00610.06
γ6-0.0219-0.20
γ7-0.0025-0.02
γ8-0.9046-1.41
γ92.83661.56
γ10-2.9366-1.60
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts