V-Lab
V-Lab
Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 9th, 2024:34.44% (-2.50%)

Analysis last updated: Friday, April 12, 2024 at 11:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian EGX 30 Price Return Index GJR-GARCH
paramt-stat
ω0.091312.74
α0.097410.85
β0.8521132.95
γ0.03753.21
Estimation Period:
Jan 1, 1998 to Apr 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts