Orascom Construction PLC EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:49.43% (-2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2817 | 13.66 | |
| 0.1765 | 17.52 | |
| 0.8829 | 96.89 | |
| 0.0405 | 3.87 |
Estimation Period:
Mar 9, 2015 to Feb 6, 2026
Mar 9, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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