Credit Agricole Egypt SAE GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:35.95% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1449 | 17.74 | |
| 0.0936 | 22.91 | |
| 0.8874 | 200.59 |
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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