Construction Jsc No 47 EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.54% (+2.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2876 | 23.88 | |
| 0.3060 | 39.52 | |
| 0.8607 | 136.21 | |
| 0.0108 | 1.46 |
Estimation Period:
Aug 3, 2011 to Feb 6, 2026
Aug 3, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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