Orascom Investment Holding GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:35.65% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9982 | 16.06 | |
| 0.1203 | 9.59 | |
| 0.7356 | 64.61 | |
| 0.0179 | 0.83 |
Estimation Period:
Jan 20, 2012 to Feb 12, 2026
Jan 20, 2012 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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