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V-Lab

Thatta Cement Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:66.85% (+1.60%)
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 SGARCH
paramt-stat
ω1.47446.57
α0.16627.35
β0.702117.31
γ10.37672.19
γ2-0.6397-2.44
γ30.61463.09
γ4-0.6353-3.26
γ50.53682.76
γ6-0.3914-1.88
γ7-0.0442-0.22
γ80.57912.94
γ9-0.6429-2.36
Estimation Period:
Feb 16, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts