Egyptian Iron & Steel Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:60.53% (+4.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2023 | 23.73 | |
| 0.1911 | 21.12 | |
| 0.8119 | 233.64 | |
| -0.0059 | -0.42 |
Estimation Period:
Aug 27, 1996 to Feb 12, 2026
Aug 27, 1996 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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