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North Cairo Flour Mills Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.49% (-2.20%)
Analysis last updated: Friday, February 6, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of North Cairo Flour Mills S0GARCH
paramt-stat
ω1.31931.82
α0.13295.72
β0.821024.95
γ1-0.0406-0.25
γ20.14200.66
γ3-0.2125-2.40
γ40.14371.54
γ5-0.0116-0.13
γ60.02770.36
γ7-0.1466-1.83
γ80.14202.13
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts