Credit Agricole Egypt SAE GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:35.71% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1362 | 16.94 | |
| 0.0995 | 16.18 | |
| 0.8917 | 207.65 | |
| -0.0182 | -2.14 |
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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