Egyptian Resorts Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.47% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2435 | 13.40 | |
| 0.0910 | 16.11 | |
| 0.8818 | 167.74 | |
| 0.0051 | 0.55 |
Estimation Period:
Jul 17, 2002 to Feb 5, 2026
Jul 17, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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