CDC Construction JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.00% (+9.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8522 | 3.65 | |
| 0.3170 | 2.78 | |
| 0.2839 | 1.07 | |
| 23.1921 | 2.70 | |
| -48.8588 | -3.23 |
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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