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EGYPTIAN GULF BANK Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:38.01% (-3.38%)
Analysis last updated: Friday, February 13, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of EGYPTIAN GULF BANK S0GARCH
paramt-stat
ω2.25723.26
α0.12796.64
β0.778123.46
γ10.72363.49
γ2-1.0893-3.25
γ30.58302.12
γ4-0.3732-1.79
γ50.19991.29
γ6-0.0019-0.01
γ70.04190.29
γ8-0.2260-1.56
γ90.20311.22
γ10-0.0710-0.45
Estimation Period:
Dec 28, 1994 to Feb 12, 2026
Impact of return on volatility tomorrow
Volatility Forecasts