Egyptian Financial Group Hermes Stock Market Index AGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
13.87%
decreased by 0.56%
1 Week
14.95%
increased by 0.52%
1 Month
17.93%
increased by 3.50%
Analysis last updated: Friday, June 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0882 | 12.17 | |
| 0.1470 | 24.53 | |
| 0.8173 | 102.96 | |
| 0.1340 | 6.53 |
Estimation Period:
Jan 2, 1995 to Jun 4, 2026
Jan 2, 1995 to Jun 4, 2026
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