Egyptian EGX 30 Price Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
18.19%
decreased by 1.61%
1 Week
18.69%
decreased by 1.11%
1 Month
20.30%
increased by 0.50%
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 | |
|---|---|---|
| 2.8006 | 8.54 | |
| 0.1141 | 36.86 | |
| 0.9747 | 312.10 | |
| 4.9865 | 13.58 |
Estimation Period:
Jan 1, 1998 to Jun 4, 2026
Jan 1, 1998 to Jun 4, 2026
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