Credit Agricole Egypt SAE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.85% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9708 | 5.99 | |
| 0.1300 | 4.89 | |
| 0.7247 | 14.22 | |
| -0.4674 | -2.70 | |
| 0.6571 | 2.59 | |
| -0.2448 | -1.81 | |
| 0.0333 | 0.20 | |
| 0.1128 | 0.62 | |
| -0.2186 | -1.11 | |
| 0.3026 | 1.26 | |
| -0.1779 | -0.62 | |
| -0.2132 | -0.92 | |
| 0.3459 | 3.10 |
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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