Faisal Islamic Bank of Egypt AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.13% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4613 | 20.00 | |
| 0.1563 | 25.81 | |
| 0.7432 | 98.64 | |
| -0.2566 | -3.09 |
Estimation Period:
Jun 19, 2002 to Feb 5, 2026
Jun 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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