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Northern Region Cement Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.94% (+0.59%)
Analysis last updated: Saturday, February 7, 2026 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Northern Region Cement Co S0GARCH
paramt-stat
ω2.19823.50
α0.11274.23
β0.799819.43
γ11.14722.74
γ2-1.4723-1.95
γ30.21310.31
γ40.30580.55
γ50.04660.11
γ6-0.5722-1.51
γ70.24300.61
γ8-0.0564-0.14
γ90.82972.59
γ10-1.0653-4.59
Estimation Period:
Feb 5, 2013 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts