Suez Canal Bank EJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.22% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0411 | 3.05 | |
| 0.1759 | 6.45 | |
| 0.7330 | 15.63 | |
| -0.0852 | -1.46 | |
| 0.1681 | 2.34 | |
| -0.1510 | -3.69 | |
| 0.0907 | 1.78 | |
| -0.0025 | -0.03 | |
| -0.0525 | -0.46 | |
| 0.0493 | 0.55 |
Estimation Period:
Dec 5, 1994 to Feb 5, 2026
Dec 5, 1994 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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