Misr Chemical Industries GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:27.99% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4599 | 16.15 | |
| 0.1333 | 18.57 | |
| 0.8116 | 126.86 | |
| -0.0032 | -0.27 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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