Faisal Islamic Bank of Egypt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:17.53% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8976 | 4.47 | |
| 0.3331 | 9.80 | |
| 0.3249 | 6.31 | |
| -0.1306 | -0.49 | |
| 0.0075 | 0.02 | |
| 0.2609 | 1.29 | |
| -0.2442 | -1.52 | |
| 0.2541 | 1.40 | |
| -0.3436 | -1.59 | |
| 0.4007 | 1.84 | |
| -0.3152 | -1.64 | |
| 0.0946 | 0.65 | |
| 0.0534 | 0.55 |
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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