SCG Construction Group JSC EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
16.33%
decreased by 0.34%
1 Week
17.12%
increased by 0.45%
1 Month
20.45%
increased by 3.78%
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 | |
|---|---|---|
| 0.0477 | 6.01 | |
| 0.4190 | 9.29 | |
| 0.9830 | 242.07 | |
| 0.0650 | 2.24 |
Estimation Period:
Oct 25, 2021 to May 15, 2026
Oct 25, 2021 to May 15, 2026
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