EGYPTIAN GULF BANK Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:37.95% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3655 | 3.36 | |
| 0.1287 | 6.71 | |
| 0.7777 | 23.73 | |
| 0.7742 | 3.80 | |
| -1.1708 | -3.56 | |
| 0.6397 | 2.36 | |
| -0.4184 | -2.01 | |
| 0.2326 | 1.49 | |
| -0.0249 | -0.16 | |
| 0.0593 | 0.39 | |
| -0.2388 | -1.36 | |
| 0.2119 | 0.68 | |
| -0.0811 | -0.12 |
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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