Misr Fertilizers Production GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.37% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1083 | 6.82 | |
| 0.0723 | 12.48 | |
| 0.9142 | 128.76 |
Estimation Period:
Sep 20, 2016 to Feb 5, 2026
Sep 20, 2016 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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