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V-Lab

Misr Duty Free Shops Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.98% (-1.35%)
Analysis last updated: Tuesday, February 10, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Misr Duty Free Shops SGARCH
paramt-stat
ω0.43285.28
α0.20475.21
β0.37204.39
γ1-0.5456-4.71
γ20.79544.50
γ3-0.4394-3.50
γ40.25162.33
γ5-0.0069-0.06
γ6-0.1053-0.85
γ70.11820.85
γ8-0.1202-0.77
γ90.01470.06
Estimation Period:
Feb 6, 1998 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts