Credit Agricole Egypt SAE MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.43% (-5.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1409 | 13.91 | |
| 0.3314 | 10.40 | |
| 0.0375 | 3.16 | |
| 1.4600 | 1.27 | |
| 0.7518 | 2.77 | |
| 0.0000 | 0.00 |
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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