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Suez Canal Bank EJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.22% (-0.29%)
Analysis last updated: Thursday, February 12, 2026 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Suez Canal Bank EJSC S0GARCH
paramt-stat
ω1.04113.05
α0.17596.45
β0.733015.63
γ1-0.0852-1.46
γ20.16812.34
γ3-0.1510-3.69
γ40.09071.78
γ5-0.0025-0.03
γ6-0.0525-0.46
γ70.04930.55
Estimation Period:
Dec 5, 1994 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts