Misr Duty Free Shops Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.44% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4451 | 5.33 | |
| 0.2059 | 5.26 | |
| 0.3720 | 4.45 | |
| -0.5237 | -4.51 | |
| 0.7610 | 4.31 | |
| -0.4183 | -3.34 | |
| 0.2384 | 2.21 | |
| -0.0000 | -0.00 | |
| -0.1102 | -0.90 | |
| 0.1290 | 0.94 | |
| -0.1481 | -1.11 | |
| 0.0894 | 0.92 |
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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