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Misr Cement Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:48.24% (+2.50%)
Analysis last updated: Friday, February 6, 2026 at 08:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Misr Cement Co S0GARCH
paramt-stat
ω0.77873.09
α0.21007.55
β0.686222.59
γ1-0.0519-0.28
γ20.00540.02
γ30.11920.55
γ4-0.0700-0.36
γ5-0.1012-0.63
γ60.24901.68
γ7-0.1819-1.24
γ8-0.1159-0.69
γ90.35612.38
γ10-0.3221-3.33
Estimation Period:
Jun 19, 2002 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts