FAISAL ISLAMIC BANK OF EGYPT USD GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:11.06% (+1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 16.74 | |
| 0.1572 | 27.17 | |
| 0.8428 | 209.81 |
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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