Export Development Bank of Egypt Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.08% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2179 | 2.46 | |
| 0.1563 | 6.43 | |
| 0.7269 | 14.39 | |
| 0.0802 | 0.36 | |
| -0.2106 | -0.64 | |
| 0.3417 | 1.93 | |
| -0.3852 | -3.93 | |
| 0.2196 | 2.80 | |
| -0.0554 | -0.65 | |
| 0.0698 | 0.76 | |
| -0.1235 | -1.26 | |
| 0.1346 | 1.32 | |
| -0.3221 | -1.84 |
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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