Construction Jsc No 47 Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.96% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0614 | 6.36 | |
| 0.1551 | 8.36 | |
| 0.7215 | 20.09 | |
| 0.0330 | 0.47 | |
| -0.0348 | -0.33 | |
| 0.0307 | 0.42 | |
| -0.1628 | -2.37 | |
| 0.3459 | 3.01 |
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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