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V-Lab

Holcim Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.50% (-1.09%)
Analysis last updated: Tuesday, February 10, 2026 at 11:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Holcim Ltd S0GARCH
paramt-stat
ω1.01664.54
α0.10228.14
β0.863963.46
γ1-0.0346-0.62
γ20.11471.42
γ3-0.2284-4.83
γ40.28456.13
γ5-0.1999-3.61
γ60.09061.67
γ7-0.0607-1.17
γ80.07931.34
γ9-0.0680-1.34
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts