Tracodi Construction Holdings JSC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 9th, 2025:77.21% (-10.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1913 | 20.15 | |
| 0.1866 | 9.41 | |
| 0.6755 | 70.17 | |
| 0.0395 | 1.31 |
Estimation Period:
May 26, 2017 to Oct 3, 2025
May 26, 2017 to Oct 3, 2025
News Impact Curve
Volatility Forecasts
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