EGYPTIAN GULF BANK GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:41.33% (-2.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2491 | 15.02 | |
| 0.1216 | 13.75 | |
| 0.8348 | 130.56 | |
| -0.0188 | -1.23 |
Estimation Period:
Dec 28, 1994 to Feb 12, 2026
Dec 28, 1994 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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