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East African Portland Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.72% (+9.64%)
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 SGARCH
paramt-stat
ω1.97292.73
α0.20734.16
β0.51855.33
γ1-0.2352-1.02
γ20.62411.93
γ3-0.6500-3.08
γ40.47312.31
γ5-0.4261-2.95
γ60.38173.49
γ7-0.2919-2.04
Estimation Period:
Mar 26, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts