V-Lab
V-Lab
Egyptian Financial Group Hermes Stock Market Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, April 9th, 2024:32.18% (-1.98%)

Analysis last updated: Friday, April 12, 2024 at 11:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Financial Group Hermes Stock Market Index APARCH
paramt-stat
ω0.089611.62
α0.141318.81
β0.8144112.37
γ0.098610.13
δ2.237718.90
Estimation Period:
Jan 2, 1995 to Apr 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts