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V-Lab

Umm Al-Qura Cement Co Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:14.89% (-0.86%)
Analysis last updated: Friday, February 6, 2026 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Umm Al-Qura  Cement Co SGARCH
paramt-stat
ω1.81542.48
α0.12404.36
β0.765914.92
γ10.58721.35
γ2-0.9332-1.57
γ30.42430.97
γ40.51141.23
γ5-1.4870-3.89
γ61.46394.64
γ7-0.7795-2.14
γ80.43060.72
γ9-0.6781-0.81
Estimation Period:
Jun 12, 2014 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts