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Export Development Bank of Egypt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:26.30% (-1.20%)
Analysis last updated: Friday, February 6, 2026 at 08:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Export Development Bank of Egypt S0GARCH
paramt-stat
ω1.20892.48
α0.15286.56
β0.732615.38
γ10.06430.29
γ2-0.1785-0.54
γ30.30731.73
γ4-0.3486-3.54
γ50.18402.36
γ6-0.0206-0.24
γ70.02870.31
γ8-0.0600-0.59
γ90.00690.07
γ100.03020.51
Estimation Period:
Dec 23, 1994 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts