Egyptian Chemical Industries KIMA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:40.90% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4599 | 17.50 | |
| 0.1212 | 23.31 | |
| 0.8366 | 168.84 | |
| 0.0027 | 0.27 |
Estimation Period:
Aug 27, 1996 to Feb 5, 2026
Aug 27, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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