Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
18.57%
decreased by 0.86%
1 Week
19.20%
decreased by 0.23%
1 Month
21.07%
increased by 1.64%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0962 | 12.87 | |
| 0.0975 | 11.40 | |
| 0.8474 | 129.40 | |
| 0.0406 | 3.52 |
Estimation Period:
Jan 1, 1998 to Jun 4, 2026
Jan 1, 1998 to Jun 4, 2026
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