Misr Chemical Industries Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:24.43% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7645 | 2.86 | |
| 0.1559 | 9.09 | |
| 0.7603 | 27.37 | |
| 0.0434 | 0.60 | |
| 0.0084 | 0.09 | |
| -0.1275 | -2.99 | |
| 0.1359 | 3.87 | |
| -0.1081 | -2.75 | |
| 0.1079 | 2.11 | |
| -0.1499 | -1.72 |
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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