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Vicem Haivan Cement Jsc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:59.69% (-11.96%)
Analysis last updated: Tuesday, February 10, 2026 at 11:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vicem Haivan Cement Jsc S0GARCH
paramt-stat
ω0.89196.52
α0.207110.70
β0.631315.96
γ10.08690.52
γ2-0.3232-1.24
γ30.52302.50
γ4-0.5024-2.42
γ50.35601.91
γ6-0.4577-2.60
γ70.65823.53
γ8-0.4352-2.81
Estimation Period:
Aug 4, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts