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V-Lab

OCI NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.56% (+2.64%)
Analysis last updated: Sunday, February 8, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of OCI NV S0GARCH
paramt-stat
ω2.07856.80
α0.07752.92
β0.67597.04
γ11.21503.40
γ2-1.1199-1.93
γ3-0.5489-1.35
γ40.70151.98
γ50.01390.04
γ6-0.8746-2.38
γ71.30883.42
γ8-1.3693-2.89
γ91.36022.37
γ10-1.0497-2.27
Estimation Period:
Jan 25, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts