Egyptian Financial Group Hermes Stock Market Index EGARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
14.65%
decreased by 0.70%
1 Week
15.83%
increased by 0.48%
1 Month
19.08%
increased by 3.73%
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 | |
|---|---|---|
| 0.0676 | 10.09 | |
| 0.2297 | 12.31 | |
| 0.9141 | 75.07 | |
| -0.0382 | -5.84 |
Estimation Period:
Jan 2, 1995 to Jun 4, 2026
Jan 2, 1995 to Jun 4, 2026
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