V-Lab
V-Lab
Egyptian EGX 30 Price Return Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:34.91% (+5.91%)

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 EGARCH
paramt-stat
ω0.06738.30
α0.18138.19
β0.932888.56
γ-0.0288-3.15
Estimation Period:
Jan 1, 1998 to Apr 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts