Cairo Pharmaceuticals & Chemical Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:30.00% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9412 | 18.22 | |
| 0.1893 | 14.94 | |
| 0.6562 | 49.20 | |
| -0.0666 | -3.64 |
Estimation Period:
Aug 24, 1998 to Feb 5, 2026
Aug 24, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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