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V-Lab

Cementir Holding NV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:160.05% (+0.22%)
Analysis last updated: Friday, February 13, 2026 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cementir Holding NV SGARCH
paramt-stat
ω0.50647.38
α0.09498.37
β0.828942.82
γ1-0.1865-4.20
γ20.27164.02
γ3-0.1590-3.55
γ40.11452.60
γ5-0.0202-0.49
γ6-0.0475-1.25
γ70.01870.44
γ80.03170.61
γ9-0.1057-1.15
γ100.50461.82
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts