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V-Lab

Misr Chemical Industries Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.31% (-1.18%)
Analysis last updated: Wednesday, February 11, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Misr Chemical Industries S0GARCH
paramt-stat
ω1.76152.90
α0.14498.64
β0.778528.21
γ10.04500.62
γ20.00370.04
γ3-0.1187-2.74
γ40.12163.47
γ5-0.0836-2.25
γ60.06091.54
γ7-0.0431-1.34
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts