Skip to main content
V-Lab

Holcim Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.93% (-4.70%)
Analysis last updated: Tuesday, February 10, 2026 at 08:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Holcim Ltd SGARCH
paramt-stat
ω2.41682.81
α0.11433.64
β0.69328.64
γ14.00634.66
γ2-6.1236-5.50
γ32.54374.77
γ40.28560.55
γ5-1.4694-2.75
γ61.74162.81
γ7-2.4466-3.47
γ82.77603.34
γ9-1.0888-0.73
γ10-2.6439-0.80
Estimation Period:
Dec 2, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts