Acrow Misr Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.35% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9775 | 2.80 | |
| 0.2250 | 6.97 | |
| 0.5516 | 9.47 | |
| -0.0022 | -0.01 | |
| 0.0480 | 0.12 | |
| -0.2623 | -1.33 | |
| 0.4012 | 3.32 | |
| -0.2646 | -2.49 | |
| 0.1921 | 1.29 | |
| -0.3112 | -1.40 | |
| 0.5847 | 2.14 | |
| -1.2125 | -4.37 |
Estimation Period:
Feb 2, 1999 to Feb 5, 2026
Feb 2, 1999 to Feb 5, 2026
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