Egyptian International Pharmaceuticals EIPICO GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:28.33% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4476 | 21.61 | |
| 0.1655 | 15.79 | |
| 0.7500 | 89.88 | |
| -0.0297 | -2.12 |
Estimation Period:
Sep 30, 1996 to Feb 12, 2026
Sep 30, 1996 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other Egyptian International Pharmaceuticals EIPICO Analyses
Other GJR-GARCH Analyses on International Equities