Egyptian Financial Group Hermes Stock Market Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:16.94% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 11.89 | |
| 0.1487 | 24.35 | |
| 0.8167 | 101.28 |
Estimation Period:
Jan 2, 1995 to Feb 12, 2026
Jan 2, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices