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V-Lab

Acrow Misr Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.35% (-0.18%)
Analysis last updated: Wednesday, February 11, 2026 at 08:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Acrow Misr SGARCH
paramt-stat
ω0.97752.80
α0.22506.97
β0.55169.47
γ1-0.0022-0.01
γ20.04800.12
γ3-0.2623-1.33
γ40.40123.32
γ5-0.2646-2.49
γ60.19211.29
γ7-0.3112-1.40
γ80.58472.14
γ9-1.2125-4.37
Estimation Period:
Feb 2, 1999 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts