Faisal Islamic Bank of Egypt EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:22.57% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1812 | 23.08 | |
| 0.2511 | 22.45 | |
| 0.8956 | 173.29 | |
| 0.0466 | 5.80 |
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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