Egypt Aluminium GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:42.68% (-2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6020 | 26.10 | |
| 0.2546 | 19.70 | |
| 0.6114 | 55.43 | |
| -0.0605 | -3.38 |
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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