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V-Lab

North American Construction Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.31% (+4.87%)
Analysis last updated: Saturday, February 7, 2026 at 01:19 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of North American Construction Group Ltd S0GARCH
paramt-stat
ω0.43103.15
α0.08525.70
β0.830824.08
γ1-0.6228-2.51
γ20.83162.45
γ3-0.4983-2.18
γ40.58222.54
γ5-0.4382-2.20
γ60.24251.11
γ7-0.1823-0.61
γ80.13840.37
γ9-0.0705-0.25
Estimation Period:
Nov 22, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts