Cairo INV & Real Estate DEV GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:40.15% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3341 | 18.96 | |
| 0.1375 | 16.73 | |
| 0.8151 | 138.63 | |
| 0.0015 | 0.08 |
Estimation Period:
Jan 12, 2008 to Feb 12, 2026
Jan 12, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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