Faisal Islamic Bank of Egypt Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:13.78% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8954 | 4.46 | |
| 0.3334 | 9.90 | |
| 0.3302 | 6.56 | |
| -0.1347 | -0.51 | |
| 0.0086 | 0.02 | |
| 0.2729 | 1.35 | |
| -0.2656 | -1.66 | |
| 0.2798 | 1.55 | |
| -0.3727 | -1.73 | |
| 0.4390 | 2.03 | |
| -0.3739 | -1.95 | |
| 0.1969 | 1.12 | |
| -0.1918 | -0.62 |
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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