Export Development Bank of Egypt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:26.30% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2089 | 2.48 | |
| 0.1528 | 6.56 | |
| 0.7326 | 15.38 | |
| 0.0643 | 0.29 | |
| -0.1785 | -0.54 | |
| 0.3073 | 1.73 | |
| -0.3486 | -3.54 | |
| 0.1840 | 2.36 | |
| -0.0206 | -0.24 | |
| 0.0287 | 0.31 | |
| -0.0600 | -0.59 | |
| 0.0069 | 0.07 | |
| 0.0302 | 0.51 |
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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