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Thatta Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.09% (+1.56%)
Analysis last updated: Sunday, February 8, 2026 at 02:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thatta Cement Co Ltd S0GARCH
paramt-stat
ω1.44876.45
α0.16627.34
β0.703017.38
γ10.35292.04
γ2-0.6034-2.29
γ30.59272.98
γ4-0.6185-3.18
γ50.52492.69
γ6-0.3861-1.86
γ7-0.0404-0.21
γ80.56063.12
γ9-0.5906-3.65
Estimation Period:
Feb 16, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts