Skip to main content
V-Lab

Hume Cement Industries Berha Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.60% (+1.83%)
Analysis last updated: Tuesday, February 10, 2026 at 10:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hume Cement Industries Berha SGARCH
paramt-stat
ω0.20122.08
α0.16064.35
β0.670210.39
γ1-0.5459-1.22
γ20.79931.31
γ3-0.5918-2.29
γ40.54062.90
γ5-0.5107-3.00
γ60.70404.50
γ7-0.4748-3.27
γ8-0.0760-0.51
γ90.28961.73
γ10-0.3442-1.95
Estimation Period:
Feb 5, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts