North American Construction Group Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.46% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 6.54 | |
| 0.0724 | 21.68 | |
| 0.9879 | 787.20 | |
| -0.0539 | -13.14 |
Estimation Period:
Nov 22, 2006 to Feb 6, 2026
Nov 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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