El Kahera Housing GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:43.89% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4602 | 24.91 | |
| 0.1320 | 21.39 | |
| 0.8271 | 196.78 | |
| 0.0229 | 2.35 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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