Misr Chemical Industries Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.31% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7615 | 2.90 | |
| 0.1449 | 8.64 | |
| 0.7785 | 28.21 | |
| 0.0450 | 0.62 | |
| 0.0037 | 0.04 | |
| -0.1187 | -2.74 | |
| 0.1216 | 3.47 | |
| -0.0836 | -2.25 | |
| 0.0609 | 1.54 | |
| -0.0431 | -1.34 |
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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