Egyptian EGX 30 Price Return Index GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
18.50%
decreased by 0.84%
1 Week
19.10%
decreased by 0.24%
1 Month
20.91%
increased by 1.57%
Analysis last updated: Friday, June 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0933 | 12.38 | |
| 0.1156 | 21.67 | |
| 0.8499 | 130.77 |
Estimation Period:
Jan 1, 1998 to Jun 4, 2026
Jan 1, 1998 to Jun 4, 2026
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