FAISAL ISLAMIC BANK OF EGYPT USD APARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:11.27% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 18.04 | |
| 0.1472 | 24.64 | |
| 0.8528 | 205.45 | |
| -0.0784 | -4.29 | |
| 1.8537 | 27.68 |
Estimation Period:
Jul 15, 2003 to Feb 5, 2026
Jul 15, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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