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V-Lab

Holcim Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.80% (-0.97%)
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 SGARCH
paramt-stat
ω0.95714.22
α0.09828.33
β0.867563.51
γ1-0.0548-0.95
γ20.14701.79
γ3-0.2499-5.29
γ40.30256.55
γ5-0.2144-3.87
γ60.09481.78
γ7-0.0449-0.92
γ80.02900.57
γ90.06740.85
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts