Al Ahly for Development & Investment SAE Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.79% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3149 | 2.72 | |
| 0.1286 | 8.34 | |
| 0.8203 | 35.15 | |
| 0.7638 | 4.05 | |
| -1.0155 | -4.00 | |
| 0.2752 | 2.36 | |
| -0.0323 | -0.31 | |
| 0.0658 | 0.54 | |
| -0.1702 | -1.41 | |
| 0.2829 | 2.40 | |
| -0.3171 | -2.42 | |
| 0.2992 | 1.97 | |
| -0.6621 | -2.25 |
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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