Egyptian Media Production City GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:33.76% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9112 | 24.83 | |
| 0.1848 | 21.32 | |
| 0.7222 | 93.01 | |
| -0.0256 | -1.93 |
Estimation Period:
Apr 7, 2000 to Feb 5, 2026
Apr 7, 2000 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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