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Faisal Islamic Bank of Egypt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:17.53% (-0.50%)
Analysis last updated: Friday, February 6, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Faisal Islamic Bank of Egypt S0GARCH
paramt-stat
ω0.89764.47
α0.33319.80
β0.32496.31
γ1-0.1306-0.49
γ20.00750.02
γ30.26091.29
γ4-0.2442-1.52
γ50.25411.40
γ6-0.3436-1.59
γ70.40071.84
γ8-0.3152-1.64
γ90.09460.65
γ100.05340.55
Estimation Period:
Jun 19, 2002 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts