Misr Cement Co GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:39.23% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2610 | 22.25 | |
| 0.1608 | 23.15 | |
| 0.8194 | 165.31 | |
| -0.0247 | -2.16 |
Estimation Period:
Jun 19, 2002 to Feb 12, 2026
Jun 19, 2002 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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