Faisal Islamic Bank of Egypt MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:21.17% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.3113 | 32.48 | |
| 0.2093 | 6.71 | |
| -0.0677 | -3.96 | |
| 0.7922 | 0.61 | |
| 0.2393 | 0.59 | |
| 0.5935 | 0.88 |
Estimation Period:
Jun 19, 2002 to Feb 5, 2026
Jun 19, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Faisal Islamic Bank of Egypt Analyses
Other MF2-GARCH Analyses on International Equities