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V-Lab

Tracodi Construction Holdings JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 9th, 2025:78.05% (-12.36%)
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 SGARCH
paramt-stat
ω0.95863.34
α0.22955.66
β0.45445.76
γ12.97762.20
γ2-4.9361-2.61
γ33.80843.07
γ4-4.0539-3.89
γ54.40194.52
γ6-3.8654-3.37
γ72.37871.96
γ8-1.4343-1.29
γ91.34301.11
γ100.88070.52
Estimation Period:
May 26, 2017 to Oct 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts