Abu Dhabi Islamic Bank/Egypt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.88% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4573 | 3.49 | |
| 0.1802 | 9.96 | |
| 0.6776 | 21.84 | |
| 0.0492 | 0.34 | |
| -0.0562 | -0.28 | |
| 0.1214 | 1.35 | |
| -0.2883 | -3.57 | |
| 0.2560 | 3.00 | |
| -0.0661 | -0.91 | |
| -0.0551 | -0.74 | |
| 0.1074 | 1.34 | |
| -0.1597 | -1.68 | |
| 0.1368 | 1.76 |
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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