Faisal Islamic Bank of Egypt AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.09% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4578 | 20.04 | |
| 0.1560 | 25.81 | |
| 0.7442 | 99.32 | |
| -0.2559 | -3.08 |
Estimation Period:
Jun 19, 2002 to Feb 12, 2026
Jun 19, 2002 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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