Egyptian Chemical Industries KIMA Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:41.17% (-3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2365 | 8.60 | |
| 0.1507 | 8.80 | |
| 0.7302 | 23.72 | |
| 0.0489 | 2.28 | |
| -0.1080 | -3.30 | |
| 0.1013 | 4.60 | |
| -0.0390 | -1.64 | |
| -0.0441 | -1.04 |
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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