Emaar Misr For Development GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
35.64%
increased by 3.24%
1 Week
35.49%
increased by 3.09%
1 Month
34.97%
increased by 2.57%
Analysis last updated: Thursday, May 21, 2026 at 06:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1175 | 10.15 | |
| 0.0489 | 8.37 | |
| 0.9149 | 159.28 | |
| 0.0168 | 1.60 |
Estimation Period:
Jul 6, 2015 to May 14, 2026
Jul 6, 2015 to May 14, 2026
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