Egyptians Housing Development & Reconstruction GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.79% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4853 | 18.17 | |
| 0.1246 | 17.86 | |
| 0.8151 | 126.74 | |
| 0.0521 | 3.67 |
Estimation Period:
Jun 5, 1999 to Feb 5, 2026
Jun 5, 1999 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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