Egyptian Financial & Industrial Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.02% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4556 | 21.94 | |
| 0.1771 | 18.64 | |
| 0.7654 | 98.74 | |
| 0.0055 | 0.40 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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