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V-Lab

Cimentas Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.41% (-7.58%)
Analysis last updated: Sunday, February 8, 2026 at 02:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cimentas S0GARCH
paramt-stat
ω1.07875.34
α0.21748.38
β0.655219.49
γ1-0.0229-0.51
γ2-0.0123-0.19
γ30.10792.20
γ4-0.1442-2.38
γ50.11421.78
γ6-0.0152-0.24
γ7-0.0745-1.10
γ80.05871.19
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts