Egyptian EGX 30 Price Return Index AGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
18.58%
decreased by 0.91%
1 Week
19.24%
decreased by 0.25%
1 Month
21.20%
increased by 1.71%
Analysis last updated: Friday, June 5, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0905 | 12.52 | |
| 0.1176 | 22.05 | |
| 0.8473 | 128.59 | |
| 0.2706 | 10.16 |
Estimation Period:
Jan 1, 1998 to Jun 4, 2026
Jan 1, 1998 to Jun 4, 2026
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