Egyptian EGX 30 Price Return Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:26.64% (+4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 8.52 | |
| 0.1835 | 8.56 | |
| 0.9312 | 87.85 | |
| -0.0310 | -3.51 |
Estimation Period:
Jan 1, 1998 to Feb 19, 2026
Jan 1, 1998 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices