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V-Lab

Tracodi Construction Holdings JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 9th, 2025:62.06% (-13.96%)
Analysis last updated: Friday, October 10, 2025 at 01:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Tracodi Construction Holdings JSC S0GARCH
paramt-stat
ω0.95713.33
α0.22125.71
β0.47576.15
γ12.90812.15
γ2-4.7982-2.54
γ33.68032.95
γ4-3.9479-3.77
γ54.33894.42
γ6-3.8926-3.36
γ72.56192.10
γ8-1.8923-1.76
γ92.44102.38
γ10-1.9666-2.43
Estimation Period:
May 26, 2017 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts