Middle Egypt Flour Mills GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:27.47% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6710 | 18.23 | |
| 0.2435 | 12.69 | |
| 0.7227 | 86.07 | |
| -0.1098 | -4.42 |
Estimation Period:
Sep 30, 1996 to Feb 12, 2026
Sep 30, 1996 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other Middle Egypt Flour Mills Analyses
Other GJR-GARCH Analyses on International Equities