Egyptian EGX 30 Price Return Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:23.37% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0930 | 12.41 | |
| 0.1152 | 21.53 | |
| 0.8504 | 131.30 |
Estimation Period:
Jan 1, 1998 to Feb 12, 2026
Jan 1, 1998 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices