Suez Canal Bank EJSC GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:27.72% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6426 | 8.95 | |
| 0.2064 | 13.51 | |
| 0.7540 | 67.76 | |
| -0.0562 | -2.63 |
Estimation Period:
Dec 5, 1994 to Feb 12, 2026
Dec 5, 1994 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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