North American Construction Group Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.49% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2398 | 10.31 | |
| 0.0098 | 5.66 | |
| 0.9308 | 314.13 | |
| 0.0821 | 12.82 |
Estimation Period:
Nov 23, 2006 to Feb 6, 2026
Nov 23, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other North American Construction Group Ltd Analyses
Other GJR-GARCH Analyses on Equities