Upper Egypt Flour Mills GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.86% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7301 | 14.20 | |
| 0.1546 | 12.49 | |
| 0.7382 | 65.01 | |
| -0.0338 | -1.92 |
Estimation Period:
Oct 11, 1996 to Feb 5, 2026
Oct 11, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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