Misr Duty Free Shops Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.98% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4328 | 5.28 | |
| 0.2047 | 5.21 | |
| 0.3720 | 4.39 | |
| -0.5456 | -4.71 | |
| 0.7954 | 4.50 | |
| -0.4394 | -3.50 | |
| 0.2516 | 2.33 | |
| -0.0069 | -0.06 | |
| -0.1053 | -0.85 | |
| 0.1182 | 0.85 | |
| -0.1202 | -0.77 | |
| 0.0147 | 0.06 |
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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