Egyptian Financial Group Hermes Stock Market Index APARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.20% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 12.13 | |
| 0.1436 | 19.32 | |
| 0.8046 | 104.33 | |
| 0.1024 | 10.88 | |
| 2.2863 | 20.02 |
Estimation Period:
Jan 2, 1995 to Feb 12, 2026
Jan 2, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Equity Indices