Egyptian EGX 30 Price Return Index APARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.87% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1088 | 10.63 | |
| 0.1099 | 14.02 | |
| 0.8358 | 137.38 | |
| 0.0751 | 6.95 | |
| 2.4195 | 16.15 |
Estimation Period:
Jan 1, 1998 to Feb 5, 2026
Jan 1, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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