Construction Jsc No 47 Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.44% (-1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0375 | 6.60 | |
| 0.1524 | 8.55 | |
| 0.7399 | 22.60 | |
| 0.0090 | 0.22 | |
| 0.0141 | 0.23 | |
| -0.0877 | -2.16 | |
| 0.1056 | 3.83 |
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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