SCG Construction Group JSC GARCH 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
13.76%
decreased by 0.15%
1 Week
14.17%
increased by 0.26%
1 Month
15.70%
increased by 1.79%
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 | |
|---|---|---|
| 0.0227 | 7.38 | |
| 0.1692 | 6.41 | |
| 0.8308 | 47.85 |
Estimation Period:
Oct 25, 2021 to May 15, 2026
Oct 25, 2021 to May 15, 2026
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