Faisal Islamic Bank of Egypt APARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:22.43% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3245 | 11.52 | |
| 0.1419 | 18.90 | |
| 0.7886 | 101.45 | |
| -0.1005 | -5.41 | |
| 1.7464 | 18.80 |
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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