Egyptian Financial Group Hermes Stock Market Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
18.89%
increased by 0.29%
1 Week
19.40%
increased by 0.80%
1 Month
20.94%
increased by 2.34%
Analysis last updated: Friday, June 12, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0911 | 12.63 | |
| 0.1172 | 13.32 | |
| 0.8161 | 104.97 | |
| 0.0619 | 5.37 |
Estimation Period:
Jan 2, 1995 to Jun 11, 2026
Jan 2, 1995 to Jun 11, 2026
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