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V-Lab

Northern Region Cement Co Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:14.75% (+0.79%)
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 SGARCH
paramt-stat
ω2.24983.56
α0.11414.25
β0.796719.27
γ11.18762.84
γ2-1.5329-2.03
γ30.24970.37
γ40.27320.49
γ50.08150.19
γ6-0.6168-1.63
γ70.31580.78
γ8-0.2080-0.50
γ91.16332.71
γ10-1.8774-2.86
Estimation Period:
Feb 5, 2013 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts