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V-Lab

Fauji Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.07% (+1.35%)
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 SGARCH
paramt-stat
ω0.98576.77
α0.12318.26
β0.768725.74
γ1-0.1516-1.63
γ20.11020.78
γ30.10771.12
γ4-0.0863-0.89
γ50.03680.44
γ6-0.1009-1.40
γ70.26923.71
γ8-0.3762-5.59
γ90.36105.27
γ10-0.3297-3.47
Estimation Period:
Apr 15, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts