Egyptian EGX 30 Price Return Index APARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:22.05% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 10.63 | |
| 0.1099 | 14.02 | |
| 0.8357 | 137.14 | |
| 0.0754 | 6.98 | |
| 2.4194 | 16.15 |
Estimation Period:
Jan 1, 1998 to Feb 12, 2026
Jan 1, 1998 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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