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Eastern Province Cement Co Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.75% (-0.27%)
Analysis last updated: Tuesday, February 10, 2026 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eastern Province Cement Co SGARCH
paramt-stat
ω0.98123.58
α0.13117.21
β0.787528.03
γ10.15711.36
γ2-0.3747-2.33
γ30.36123.33
γ4-0.2220-1.67
γ50.18021.12
γ6-0.1826-1.21
γ70.15891.10
γ8-0.2072-1.60
γ90.23602.05
γ10-0.1323-1.03
Estimation Period:
Oct 22, 2001 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts