Export Development Bank of Egypt GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:26.07% (-3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 16.1594 | 4.71 | |
| 0.1418 | 83.88 | |
| 0.9820 | 259.87 | |
| 2.5851 | 95.20 |
Estimation Period:
Dec 23, 1994 to Feb 5, 2026
Dec 23, 1994 to Feb 5, 2026
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