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V-Lab

Ultra Tech Cement Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.98% (-0.69%)
Analysis last updated: Friday, February 13, 2026 at 09:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ultra Tech Cement Ltd SGARCH
paramt-stat
ω1.27625.16
α0.06634.63
β0.819821.24
γ10.12031.36
γ2-0.3071-2.38
γ30.36714.69
γ4-0.2976-4.61
γ50.22303.53
γ6-0.1903-2.76
γ70.10691.48
γ8-0.0370-0.40
Estimation Period:
Aug 24, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts