Egyptian EGX 30 Price Return Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.29% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0902 | 12.56 | |
| 0.1172 | 21.91 | |
| 0.8479 | 129.17 | |
| 0.2680 | 10.03 |
Estimation Period:
Jan 1, 1998 to Feb 5, 2026
Jan 1, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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