Egypt Aluminium EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:46.93% (-2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4386 | 22.20 | |
| 0.3451 | 30.67 | |
| 0.8067 | 91.20 | |
| 0.0424 | 4.88 |
Estimation Period:
Feb 3, 1999 to Feb 5, 2026
Feb 3, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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