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Fauji Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.74% (+1.13%)
Analysis last updated: Sunday, February 8, 2026 at 02:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fauji Cement Co Ltd S0GARCH
paramt-stat
ω1.01146.83
α0.12138.18
β0.773526.36
γ1-0.1403-1.48
γ20.09900.69
γ30.10061.03
γ4-0.0684-0.69
γ50.01450.17
γ6-0.0781-1.07
γ70.24423.36
γ8-0.3411-5.16
γ90.29794.89
γ10-0.1836-4.07
Estimation Period:
Apr 15, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts