CBOE Emerging Market Markets Volatility Index

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	param	t-stat
$ω$	1.2209	5.39
$α$	0.1114	4.69
$β$	0.7932	17.85
$γ_{1}$	-0.1595	-1.09
$γ_{2}$	0.2388	0.96
$γ_{3}$	-0.1248	-0.75
$γ_{4}$	0.1048	0.96
$γ_{5}$	-0.1438	-1.33
$γ_{6}$	0.2731	2.30
$γ_{7}$	-0.3841	-2.38
$γ_{8}$	0.2128	0.78

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Credit Agricole Egypt SAE Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.27% (-2.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Credit Agricole Egypt SAE Analyses