Egypt Aluminium Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:40.43% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1367 | 13.12 | |
| 0.2357 | 7.19 | |
| 0.5951 | 12.33 | |
| 0.0069 | 2.88 | |
| -0.0135 | -2.98 |
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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