FAISAL ISLAMIC BANK OF EGYPT USD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:8.73% (+2.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1006 | 3.56 | |
| 0.1711 | 5.78 | |
| 0.7834 | 21.50 | |
| -0.0722 | -1.54 | |
| 0.0307 | 0.42 | |
| 0.1449 | 2.71 | |
| -0.2064 | -4.26 | |
| 0.1555 | 4.05 |
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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