V-Lab
V-Lab
Egyptian EGX 30 Price Return Index APARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:41.77% (+8.21%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian EGX 30 Price Return Index APARCH
paramt-stat
ω0.100310.80
α0.107213.06
β0.8427152.27
γ0.07156.63
δ2.438715.92
Estimation Period:
Jan 1, 1998 to Apr 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts