Egyptian EGX 30 Price Return Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:25.19% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0929 | 12.42 | |
| 0.1152 | 21.53 | |
| 0.8505 | 131.47 |
Estimation Period:
Jan 1, 1998 to Feb 5, 2026
Jan 1, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices