Credit Agricole Egypt SAE APARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.51% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0965 | 15.52 | |
| 0.0986 | 23.43 | |
| 0.8992 | 221.48 | |
| -0.0180 | -0.77 | |
| 1.4515 | 30.38 |
Estimation Period:
Jan 30, 1999 to Feb 12, 2026
Jan 30, 1999 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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