Acrow Misr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.64% (+1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0758 | 3.83 | |
| 0.2036 | 6.62 | |
| 0.6363 | 12.23 | |
| 0.0578 | 0.67 | |
| -0.1715 | -1.40 | |
| 0.1961 | 3.25 | |
| -0.1100 | -2.45 | |
| 0.0573 | 1.18 | |
| -0.0466 | -1.15 |
Estimation Period:
Feb 2, 1999 to Feb 5, 2026
Feb 2, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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