Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.40% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 12.91 | |
| 0.0974 | 11.38 | |
| 0.8479 | 129.91 | |
| 0.0399 | 3.47 |
Estimation Period:
Jan 1, 1998 to Feb 12, 2026
Jan 1, 1998 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices