V-Lab
V-Lab
Egyptian EGX 30 Price Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Sunday, April 28th, 2024:25.66% (+0.94%)

Analysis last updated: Saturday, April 27, 2024 at 05:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian EGX 30 Price Return Index AMEM
paramt-stat
ω0.20592.27
α0.00000.00
β0.782280.44
γ0.435610.62
Estimation Period:
May 7, 2003 to Apr 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts