Elsaeed Contracting & Real Estate Investment Co SCCD GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.91%
increased by 0.08%
1 Week
35.09%
increased by 0.26%
1 Month
35.78%
increased by 0.95%
Analysis last updated: Thursday, May 21, 2026 at 06:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0516 | 3.99 | |
| 0.0219 | 5.91 | |
| 0.9746 | 283.48 | |
| -0.0038 | -0.61 |
Estimation Period:
Feb 6, 1998 to May 14, 2026
Feb 6, 1998 to May 14, 2026
Other Elsaeed Contracting & Real Estate Investment Co SCCD Analyses
Other GJR-GARCH Analyses on International Equities