Orascom Construction Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:33.07% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1555 | 9.54 | |
| 0.0668 | 9.73 | |
| 0.8885 | 105.09 | |
| 0.0009 | 0.08 |
Estimation Period:
Mar 20, 2015 to Feb 5, 2026
Mar 20, 2015 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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