Skip to main content
V-Lab

Abu Dhabi Islamic Bank/Egypt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.88% (+0.53%)
Analysis last updated: Wednesday, February 11, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Abu Dhabi Islamic Bank/Egypt S0GARCH
paramt-stat
ω1.45733.49
α0.18029.96
β0.677621.84
γ10.04920.34
γ2-0.0562-0.28
γ30.12141.35
γ4-0.2883-3.57
γ50.25603.00
γ6-0.0661-0.91
γ7-0.0551-0.74
γ80.10741.34
γ9-0.1597-1.68
γ100.13681.76
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts