Egyptian Financial Group Hermes Stock Market Index GARCH Volatility Analysis
Volatility prediction for Sunday, June 7th, 2026
1 Day
13.82%
decreased by 0.54%
1 Week
14.86%
increased by 0.50%
1 Month
17.80%
increased by 3.44%
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 | 11.91 | |
| 0.1484 | 24.45 | |
| 0.8167 | 101.66 |
Estimation Period:
Jan 2, 1995 to Jun 4, 2026
Jan 2, 1995 to Jun 4, 2026
Other GARCH Analyses on Equity Indices