V-Lab
BETA
|
|
Volatility Institute
|
NYU Stern
Display:
Basic ▼
|
Basic
Intermediate
Experimental
Sign in
Documentation
»
Analysis List
»
Volatility Analysis
Correlation Analysis
Systemic Risk Analysis
Long Term Risk Forecasting
Loading...
EGYPTIAN FINANCIAL GROUP HERMES STOCK MARKET INDEX MEM VOLATILITY GRAPH
?
Volatility Prediction for Thursday, May 23:
30.82% (-1.40)
COMPARE
VIX
Egyptian Financial Group Hermes Stock Market Index
»
AMEM
AGARCH
APARCH
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
Other Analyses
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Commodities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Corporate Bonds
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Credit Default Swaps
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Currencies
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equity Indices
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Equity Sectors
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
International Equities
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Real Estate
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Treasuries
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
Volatility Indices
»
Search:
AGARCH
APARCH
AMEM
APMEM
EGARCH
GARCH
GAS-GARCH-T
GJR-GARCH
MEM
SGARCH
S0GARCH
CDS-GARCH
CDS-GARCH-DYN
SUB PLOT
Return/Price
Return
Price
None
LINE STYLE
Lines
Lines Points
KEY POSTION
Inside
»
Bottom Left
Bottom Right
Top Left
Top Right
Outside
COPY GRAPH
Date Range:
from
to
Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (EGP)
:
ج.م. 553.500
Return
:
-7.86%
1 Week Pred
:
31.38%
Avg Week Vol
:
32.46%
Avg Month Vol
:
33.71%
1 Month Pred
:
32.65%
Min Vol
:
14.6%
Max Vol
:
160.68%
6 Months Pred
:
34.03%
Avg Vol
:
29.11%
Vol of Vol
:
36.49%
1 Year Pred
:
34.19%
Models
Assets
Analysis on Egyptian Financial Group Hermes Stock Market Index
Asy. MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
MEM analysis on Equity Indices
Abu Dhabi Securities Market General Index
AEX Index
Amman Stock Exchange General Index
Athens Stock Exchange General Index
Australian Stock Exchange All Ordinaries Index
Australian Stock Index
Bahrain Bourse All Share Index
Bahrain Bourse Esterad Index
BEL 20 Index
Bolsa de Valores de Lima General Sector Index
BSE 100 Index
BSE 200 Index
BSE 500 Index
BSE India SENSEX 30 Index
Bucharest Stock Exchange Trading Composite Index
CAC 40
Croatia Zagreb Stock Exchange Crobex Index
Cyprus Stock Exchange General Index
DAX 30
Dow Jones Composite Average
Dow Jones Euro Stoxx 50 Index
Dow Jones Euro Stoxx Index
Dow Jones Industrial Average
Dow Jones Transportation Average
Dow Jones Turkey Titans 20 Index
Dow Jones Utilities Average
Dubai Financial Market General Index
Egyptian EGX 30 Price Return Index
FTSE 100
FTSE 250 Index
FTSE 350 Index
FTSE All-Share Index
FTSE Bursa Malaysia EMAS Index
FTSE Bursa Malaysia KLCI Index
FTSE NASDAQ Dubai UAE 20 Index
FTSE SmallCap Index
FTSE ST All-Share Index
FTSE Straits Times Index
FTSE TWSE Taiwan 50 Index
FTSE/JSE Africa All Share Index
FTSE/JSE Africa Industrial 25 Index
FTSE/JSE Africa Top40 Tradeable Index
Hang Seng China Affliated Corp Index
Hang Seng China H-Financials Index
Hang Seng
Hang Seng HK 35 Index
Hang Seng Mainland 100 Index
Hang Seng Mainland 25 Index
Hong Kong Stock Exchange Hang Seng China Enterprises Index
IBEX 35 Index
Instanbul Stock Exchange National 100 Index
Instanbul Stock Exchange National 30 Index
Irish Stock Exchange Overall Index
Jakarta Stock Exchange Composite Index
Jakarta Stock Exchange LQ45 Index
Jamaica Stock Exchange Market Index
JASDAQ Stock Index
Karachi All Share Index
Karachi Stock Exchange KSE100 Index
Karachi Stock Exchange KSE30 Index
Kazakhstan Stock Exchange Index
Korea Composite Stock Index
Korea KOSDAQ Star Index
Korea Securities Dealers Association KOSDAQ Index
Korea Stock Exchange KOSPI 200 Index
Korea Stock Price 100 Composite Index
Korea Stock Price 50 Composite Index
KRX 100 Index
Kuwait Stock Exchange Index
Kuwait Stock Exchange Weighted Index
Luxembourg Stock Exchange LuxX Index
MBID Index
Merval Argentina Index
Mexican Stock Exchange Mexican Bolsa IPC Index
MICEX 10 Index
MICEX Index
MSCI asia apex 50
Muscat Securities MSM 30 Index
NASDAQ 100
NASDAQ Composite
National Stock Exchange S&P CNX Nifty Index
New Zealand Exchange Ltd NZX 10 Index
New Zealand Exchange Ltd NZX 15 Total Return Index
New Zealand Exchange Ltd NZX 50 Total Return Index
New Zealand Exchange Ltd NZX All Index
Nikkei 225
Nikkei 300 Index
Olso Stock Exchange
OMX Copenhagen 20 Index
OMX Copenhagen Index
OMX Helsinki 25 Index
OMX Helsinki Index
OMX Riga OMXR Index
OMX Stockholm 30 Index
OMX Tallinn OMX Index
OMX Vilnius OMXV Index
Philippines Stock Exchange PSEi Index
Russell 1000 Growth Index
Russell 1000 Value Index
Russell 2000
Russell Midcap Index
S&P / Hong Kong GEM Index
S&P 100 Index
S&P 500 Composite
S&P Asia 50 CME
S&P Composite 1500 Index
S&P MidCap 400 Index
S&P SmallCap 600 Index
S&P/ASX 300
S&P/HKEx LargeCap Index
S&P/TSX 60 Index
S&P/TSX Composite
Santiago Stock Exchange IPSA Index
Shanghai New Composite Index
Shanghai Shenzhen CSI 300 Index
Shanghai Stock Exchange 180 Index
Shanghai Stock Exchange 50 A Share Index
Shanghai Stock Exchange A Share Index
Shanghai Stock Exchange B Share Index
Shanghai Stock Exchange Composite Index
Shenzhen Stock Exchange Composite Index
Shenzhen Stock Exchange Constituent Stock Index
Shenzhen Stock Exchange New Index
SOFIX Index
Stock Exchange of Thailand SET 50 Index
Stock Exchange of Thailand SET Index
Swiss Market Index
Taiwan Gre Tai Exchange Index
Taiwan Stock Exchange Weighted Index
Tel Aviv 100 Index
Tokyo Stock Exchange MOTHERS Index
Tokyo Stock Exchange REIT Index
Tokyo Stock Exchange Tokyo Price Index TOPIX
TOPIX 100 Index
TOPIX 500 Index
TOPIX Core 30 Index
TOPIX Large 70 Index
TOPIX Mid 400 Index
TOPIX Small Index
Vienna Stock Exchange Austrain Traded Index
Vietnam Hanoi Exchange Stock Equity Index / HASTC Index
Warsaw Stock Exchange WIG Total Return Index
Documentation
Volatility Analysis
MEM