Abou Kir Fertilizers & Chemical Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, March 1st, 2026:34.70% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7779 | 25.68 | |
| 0.2679 | 20.76 | |
| 0.5998 | 62.51 | |
| -0.0120 | -0.61 |
Estimation Period:
Sep 30, 1996 to Feb 26, 2026
Sep 30, 1996 to Feb 26, 2026
News Impact Curve
Volatility Forecasts
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