Acrow Misr GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.09% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5569 | 10.69 | |
| 0.1507 | 18.98 | |
| 0.8033 | 88.10 | |
| -0.0094 | -0.84 |
Estimation Period:
Feb 2, 1999 to Feb 5, 2026
Feb 2, 1999 to Feb 5, 2026
News Impact Curve
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