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East African Portland Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.69% (+9.03%)
Analysis last updated: Sunday, February 8, 2026 at 01:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of East African Portland Cement Co Ltd S0GARCH
paramt-stat
ω1.98072.73
α0.20644.20
β0.52305.45
γ1-0.2305-0.99
γ20.61601.90
γ3-0.6428-3.03
γ40.46262.25
γ5-0.4062-2.86
γ60.34023.66
γ7-0.1852-3.05
Estimation Period:
Mar 26, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts