Talaat Moustafa Group GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:34.02% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2716 | 14.15 | |
| 0.1093 | 22.88 | |
| 0.8462 | 120.43 |
Estimation Period:
Nov 28, 2007 to Feb 5, 2026
Nov 28, 2007 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Talaat Moustafa Group Analyses
Other GARCH Analyses on International Equities