Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:27.01% (+5.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0955 | 12.94 | |
| 0.0975 | 11.39 | |
| 0.8482 | 130.41 | |
| 0.0395 | 3.45 |
Estimation Period:
Jan 1, 1998 to Feb 19, 2026
Jan 1, 1998 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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