Egyptian Resorts Co MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.49% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0997 | 25.25 | |
| 0.8526 | 91.00 | |
| 0.0147 | 2.82 | |
| 1.0053 | 0.80 | |
| 0.0280 | 0.62 | |
| 0.8587 | 4.60 |
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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