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V-Lab

City Cement Co Jsc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.26% (-0.77%)
Analysis last updated: Wednesday, February 11, 2026 at 11:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of City Cement Co Jsc SGARCH
paramt-stat
ω0.49683.54
α0.13645.52
β0.753422.25
γ1-0.5713-0.72
γ20.77850.64
γ3-0.4481-0.67
γ40.19680.51
γ50.61472.14
γ6-1.2831-4.69
γ71.11104.42
γ8-0.5100-1.79
γ90.12650.36
γ10-0.0336-0.07
Estimation Period:
Oct 15, 2012 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts