Talaat Moustafa Group GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:33.01% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2553 | 13.48 | |
| 0.0826 | 12.86 | |
| 0.8497 | 128.36 | |
| 0.0561 | 4.47 |
Estimation Period:
Nov 28, 2007 to Feb 5, 2026
Nov 28, 2007 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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