Export Development Bank of Egypt GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:27.74% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4837 | 18.86 | |
| 0.1586 | 14.46 | |
| 0.7718 | 98.86 | |
| -0.0185 | -0.93 |
Estimation Period:
Dec 23, 1994 to Feb 5, 2026
Dec 23, 1994 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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