CDC Construction JSC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.87% (+8.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6206 | 9.69 | |
| 0.5938 | 17.06 | |
| 0.6797 | 20.84 | |
| 0.0526 | 1.25 |
Estimation Period:
Apr 21, 2025 to Feb 6, 2026
Apr 21, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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