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Credit Agricole Egypt SAE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.85% (-2.74%)
Analysis last updated: Thursday, February 12, 2026 at 08:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Credit Agricole Egypt SAE S0GARCH
paramt-stat
ω0.97085.99
α0.13004.89
β0.724714.22
γ1-0.4674-2.70
γ20.65712.59
γ3-0.2448-1.81
γ40.03330.20
γ50.11280.62
γ6-0.2186-1.11
γ70.30261.26
γ8-0.1779-0.62
γ9-0.2132-0.92
γ100.34593.10
Estimation Period:
Jan 30, 1999 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts