Egyptian EGX 30 Price Return Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:24.11% (+3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 12.59 | |
| 0.1171 | 21.91 | |
| 0.8481 | 129.59 | |
| 0.2661 | 9.99 |
Estimation Period:
Jan 1, 1998 to Feb 19, 2026
Jan 1, 1998 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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