Holcim Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.93% (-4.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4168 | 2.81 | |
| 0.1143 | 3.64 | |
| 0.6932 | 8.64 | |
| 4.0063 | 4.66 | |
| -6.1236 | -5.50 | |
| 2.5437 | 4.77 | |
| 0.2856 | 0.55 | |
| -1.4694 | -2.75 | |
| 1.7416 | 2.81 | |
| -2.4466 | -3.47 | |
| 2.7760 | 3.34 | |
| -1.0888 | -0.73 | |
| -2.6439 | -0.80 |
Estimation Period:
Dec 2, 2003 to Feb 6, 2026
Dec 2, 2003 to Feb 6, 2026
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