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Misr Duty Free Shops Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.44% (-2.39%)
Analysis last updated: Friday, February 6, 2026 at 08:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Misr Duty Free Shops S0GARCH
paramt-stat
ω0.44515.33
α0.20595.26
β0.37204.45
γ1-0.5237-4.51
γ20.76104.31
γ3-0.4183-3.34
γ40.23842.21
γ5-0.0000-0.00
γ6-0.1102-0.90
γ70.12900.94
γ8-0.1481-1.11
γ90.08940.92
Estimation Period:
Feb 6, 1998 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts