Kafr El-Zayat Pesticides & Chemicals Co GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
36.69%
increased by 2.95%
1 Week
40.70%
increased by 6.96%
1 Month
49.14%
increased by 15.40%
Analysis last updated: Tuesday, July 14, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 14, 1996 to Jul 9, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0924 | 18.69*** |
α ARCH Response to squared shocks | 0.2171 | 26.46*** |
β GARCH Volatility persistence | 0.7032 | 75.48*** |
Persistence:
0.920
Half-life:
8 days
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