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City Cement Co Jsc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:20.08% (-0.69%)
Analysis last updated: Friday, February 13, 2026 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of City Cement Co Jsc S0GARCH
paramt-stat
ω0.50293.57
α0.13645.53
β0.753122.24
γ1-0.5463-0.69
γ20.73890.60
γ3-0.4245-0.64
γ40.18620.48
γ50.61122.13
γ6-1.2698-4.65
γ71.09454.41
γ8-0.4926-1.85
γ90.10450.36
γ100.00520.02
Estimation Period:
Oct 15, 2012 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts