Egypt Aluminium MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.75% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.2855 | 27.21 | |
| 0.4040 | 17.75 | |
| -0.0818 | -6.63 | |
| 0.8797 | 1.15 | |
| 0.1671 | 1.10 | |
| 0.7364 | 3.13 |
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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