Misr Fertilizers Production GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:32.50% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 7.19 | |
| 0.0787 | 8.93 | |
| 0.9161 | 136.18 | |
| -0.0199 | -1.51 |
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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