Egyptian EGX 30 Price Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:28.53% (+9.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1130 | 15.80 | |
| 0.1361 | 11.47 | |
| 0.7556 | 75.86 | |
| 0.1517 | 8.55 |
Estimation Period:
May 7, 2003 to Feb 19, 2026
May 7, 2003 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices