Abu Dhabi Islamic Bank/Egypt Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.62% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3637 | 5.15 | |
| 0.1795 | 9.71 | |
| 0.6871 | 22.89 | |
| 0.0016 | 0.04 | |
| 0.0599 | 0.91 | |
| -0.1419 | -3.14 | |
| 0.1316 | 2.98 | |
| -0.0662 | -1.63 | |
| 0.0341 | 0.81 | |
| -0.1041 | -1.93 |
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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