North American Construction Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.31% (+4.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4310 | 3.15 | |
| 0.0852 | 5.70 | |
| 0.8308 | 24.08 | |
| -0.6228 | -2.51 | |
| 0.8316 | 2.45 | |
| -0.4983 | -2.18 | |
| 0.5822 | 2.54 | |
| -0.4382 | -2.20 | |
| 0.2425 | 1.11 | |
| -0.1823 | -0.61 | |
| 0.1384 | 0.37 | |
| -0.0705 | -0.25 |
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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