FAISAL ISLAMIC BANK OF EGYPT USD MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:9.90% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1776 | 18.90 | |
| 0.7887 | 67.04 | |
| -0.0572 | -6.10 | |
| 0.0229 | 2.91 | |
| 0.0536 | 2.62 | |
| 0.9375 | 40.01 |
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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