Orascom Construction PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:42.68% (-1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5930 | 12.66 | |
| 0.0956 | 8.23 | |
| 0.8429 | 96.36 | |
| -0.0378 | -2.27 |
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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