V-Lab
V-Lab
Egyptian EGX 30 Price Return Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, April 28th, 2024:42.80% (-2.53%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian EGX 30 Price Return Index AGARCH
paramt-stat
ω0.084512.59
α0.115320.73
β0.8535136.17
γ0.25609.39
Estimation Period:
Jan 1, 1998 to Apr 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts