Abu Dhabi Islamic Bank/Egypt MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.10% (+3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.2068 | 32.34 | |
| 0.6135 | 46.69 | |
| -0.0327 | -3.94 | |
| 0.3682 | 1.24 | |
| 0.1035 | 1.37 | |
| 0.8421 | 7.01 |
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 MF2-GARCH Analyses on International Equities