SCG Construction Group JSC AGARCH 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
14.07%
decreased by 0.07%
1 Week
14.88%
increased by 0.74%
1 Month
18.40%
increased by 4.26%
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 | |
|---|---|---|
| 0.0197 | 7.08 | |
| 0.2229 | 10.31 | |
| 0.8082 | 75.78 | |
| -0.0753 | -1.90 |
Estimation Period:
Oct 25, 2021 to May 15, 2026
Oct 25, 2021 to May 15, 2026
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