Abu Dhabi Islamic Bank/Egypt EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.16% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2201 | 26.06 | |
| 0.3011 | 44.17 | |
| 0.8904 | 204.83 | |
| 0.0200 | 2.89 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Abu Dhabi Islamic Bank/Egypt Analyses
Other EGARCH Analyses on International Equities