Egyptian EGX 30 Price Return Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:21.29% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0902 | 12.55 | |
| 0.1172 | 21.92 | |
| 0.8478 | 129.02 | |
| 0.2689 | 10.07 |
Estimation Period:
Jan 1, 1998 to Feb 12, 2026
Jan 1, 1998 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices