Abu Dhabi Islamic Bank/Egypt GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.66% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5934 | 22.40 | |
| 0.1766 | 19.29 | |
| 0.7580 | 121.34 | |
| -0.0261 | -1.75 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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