Credit Agricole Egypt SAE AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.72% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1678 | 20.11 | |
| 0.1014 | 24.69 | |
| 0.8762 | 201.89 | |
| -0.0220 | -0.30 |
Estimation Period:
Jan 30, 1999 to Feb 5, 2026
Jan 30, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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