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V-Lab

Faisal Islamic Bank of Egypt Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:13.78% (-0.62%)
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 SGARCH
paramt-stat
ω0.89544.46
α0.33349.90
β0.33026.56
γ1-0.1347-0.51
γ20.00860.02
γ30.27291.35
γ4-0.2656-1.66
γ50.27981.55
γ6-0.3727-1.73
γ70.43902.03
γ8-0.3739-1.95
γ90.19691.12
γ10-0.1918-0.62
Estimation Period:
Jun 19, 2002 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts