V-Lab
V-Lab
Egyptian Financial Group Hermes Stock Market Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:33.50% (+1.73%)

Analysis last updated: Saturday, April 20, 2024 at 03:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Financial Group Hermes Stock Market Index AGARCH
paramt-stat
ω0.083711.75
α0.145624.05
β0.8229107.90
γ0.12205.83
Estimation Period:
Jan 2, 1995 to Apr 18, 2024
Impact of return on volatility tomorrow
Volatility Forecasts