Egyptian EGX 30 Price Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:24.87% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7968 | 8.43 | |
| 0.1132 | 36.81 | |
| 0.9748 | 311.25 | |
| 4.9433 | 13.64 |
Estimation Period:
Jan 1, 1998 to Feb 12, 2026
Jan 1, 1998 to Feb 12, 2026
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