Cairo Oils & Soap GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:39.51% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7892 | 10.25 | |
| 0.1982 | 10.91 | |
| 0.5879 | 40.62 | |
| 0.1064 | 3.20 |
Estimation Period:
Jan 14, 2008 to Feb 5, 2026
Jan 14, 2008 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Cairo Oils & Soap Analyses
Other GJR-GARCH Analyses on International Equities