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V-Lab

Orascom Construction Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:27.91% (-0.58%)
Analysis last updated: Friday, February 6, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Orascom Construction Plc S0GARCH
paramt-stat
ω1.09743.14
α0.06424.17
β0.845022.00
γ10.10490.27
γ2-0.2533-0.47
γ30.38971.23
γ4-0.5179-1.68
γ50.58691.86
γ6-0.3361-0.89
γ7-0.3112-0.71
γ80.54391.68
Estimation Period:
Mar 20, 2015 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts