FAISAL ISLAMIC BANK OF EGYPT USD GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:14.11% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 15.48 | |
| 0.1757 | 19.68 | |
| 0.8480 | 223.93 | |
| -0.0475 | -3.75 |
Estimation Period:
Jul 15, 2003 to Feb 12, 2026
Jul 15, 2003 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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