Misr Duty Free Shops GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.98% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8328 | 19.00 | |
| 0.2178 | 11.17 | |
| 0.4925 | 25.86 | |
| 0.0648 | 1.79 |
Estimation Period:
Feb 6, 1998 to Feb 5, 2026
Feb 6, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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