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Export Development Bank of Egypt Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:18.08% (-1.70%)
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 SGARCH
paramt-stat
ω1.21792.46
α0.15636.43
β0.726914.39
γ10.08020.36
γ2-0.2106-0.64
γ30.34171.93
γ4-0.3852-3.93
γ50.21962.80
γ6-0.0554-0.65
γ70.06980.76
γ8-0.1235-1.26
γ90.13461.32
γ10-0.3221-1.84
Estimation Period:
Dec 23, 1994 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts