Holcim Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.80% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9571 | 4.22 | |
| 0.0982 | 8.33 | |
| 0.8675 | 63.51 | |
| -0.0548 | -0.95 | |
| 0.1470 | 1.79 | |
| -0.2499 | -5.29 | |
| 0.3025 | 6.55 | |
| -0.2144 | -3.87 | |
| 0.0948 | 1.78 | |
| -0.0449 | -0.92 | |
| 0.0290 | 0.57 | |
| 0.0674 | 0.85 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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