Suez Canal Bank EJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:26.16% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0383 | 3.05 | |
| 0.1757 | 6.52 | |
| 0.7364 | 15.87 | |
| -0.0891 | -1.53 | |
| 0.1742 | 2.42 | |
| -0.1544 | -3.70 | |
| 0.0910 | 1.72 | |
| 0.0026 | 0.03 | |
| -0.0667 | -0.53 | |
| 0.0835 | 0.65 |
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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