SCG Construction Group JSC Asy. Power MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
12.94%
decreased by 0.20%
1 Week
13.47%
increased by 0.33%
1 Month
15.35%
increased by 2.21%
Analysis last updated: Thursday, May 21, 2026 at 09:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0302 | 4.30 | |
| 0.1667 | 9.38 | |
| 0.8091 | 44.48 | |
| 0.1217 | 2.45 | |
| 2.2866 | 9.76 |
Estimation Period:
Oct 25, 2021 to May 15, 2026
Oct 25, 2021 to May 15, 2026
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