V-Lab
V-Lab
Egyptian Financial Group Hermes Stock Market Index GARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:43.36% (+11.07%)

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 Financial Group Hermes Stock Market Index GARCH
paramt-stat
ω0.084111.46
α0.147423.90
β0.8218105.42
Estimation Period:
Jan 2, 1995 to Apr 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts