SCG Construction Group JSC APARCH 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
13.90%
decreased by 0.45%
1 Week
14.18%
decreased by 0.17%
1 Month
15.24%
increased by 0.89%
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 | |
|---|---|---|
| 0.0171 | 7.98 | |
| 0.1376 | 10.49 | |
| 0.8459 | 36.72 | |
| -0.1242 | -2.64 | |
| 2.2363 | 7.13 |
Estimation Period:
Oct 25, 2021 to May 15, 2026
Oct 25, 2021 to May 15, 2026
Other SCG Construction Group JSC Analyses
Other APARCH Analyses on International Equities