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South Valley Cement Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:45.78% (-0.89%)
Analysis last updated: Thursday, February 12, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of South Valley Cement S0GARCH
paramt-stat
ω0.63604.33
α0.20177.61
β0.699619.46
γ10.01500.11
γ2-0.3337-1.39
γ30.51462.22
γ4-0.1645-0.90
γ5-0.0541-0.41
γ6-0.0343-0.29
γ70.22432.05
γ8-0.3645-3.26
γ90.37423.51
γ10-0.2678-3.50
Estimation Period:
Feb 3, 1999 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts