North American Construction Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.09% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1492 | 7.83 | |
| 0.0003 | 0.29 | |
| 0.9556 | 490.30 | |
| 0.0663 | 15.28 |
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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