FAISAL ISLAMIC BANK OF EGYPT USD Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:9.45% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1428 | 3.33 | |
| 0.1739 | 5.65 | |
| 0.7842 | 20.77 | |
| -0.0695 | -1.47 | |
| 0.0239 | 0.33 | |
| 0.1577 | 2.97 | |
| -0.2324 | -4.55 | |
| 0.2170 | 2.76 |
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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