Egyptian Transport GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:31.91% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6150 | 20.69 | |
| 0.0938 | 17.31 | |
| 0.8063 | 128.39 | |
| 0.0520 | 5.03 |
Estimation Period:
Jan 14, 2008 to Feb 12, 2026
Jan 14, 2008 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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