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V-Lab

Orascom Construction Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:41.21% (-0.48%)
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 SGARCH
paramt-stat
ω1.06562.66
α0.06244.07
β0.826618.67
γ10.01710.02
γ2-0.0121-0.01
γ3-0.1548-0.32
γ40.60291.27
γ5-1.1014-2.16
γ61.30842.33
γ7-0.9675-1.58
γ80.62661.08
γ9-1.3662-2.17
γ102.94723.54
Estimation Period:
Mar 20, 2015 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts