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V-Lab

Cairo Oils & Soap Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:31.72% (-2.39%)
Analysis last updated: Friday, February 6, 2026 at 08:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cairo Oils & Soap SGARCH
paramt-stat
ω0.89964.78
α0.24607.21
β0.56618.90
γ1-1.0994-3.91
γ21.80944.45
γ3-1.1379-4.35
γ40.39071.47
γ50.39031.58
γ6-0.6490-2.39
γ70.61791.32
γ8-0.3243-0.47
γ9-0.3423-0.49
γ100.26650.31
Estimation Period:
Jan 14, 2008 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts