Holcim Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:45.50% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0166 | 4.54 | |
| 0.1022 | 8.14 | |
| 0.8639 | 63.46 | |
| -0.0346 | -0.62 | |
| 0.1147 | 1.42 | |
| -0.2284 | -4.83 | |
| 0.2845 | 6.13 | |
| -0.1999 | -3.61 | |
| 0.0906 | 1.67 | |
| -0.0607 | -1.17 | |
| 0.0793 | 1.34 | |
| -0.0680 | -1.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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