Al Ahly for Development & Investment SAE GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.29% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1716 | 14.44 | |
| 0.0972 | 20.50 | |
| 0.8832 | 219.49 | |
| 0.0099 | 1.12 |
Estimation Period:
Feb 3, 1999 to Feb 5, 2026
Feb 3, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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