V-Lab
V-Lab
Egyptian Financial Group Hermes Stock Market Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, April 28th, 2024:43.74% (-3.52%)

Analysis last updated: Saturday, April 27, 2024 at 05:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian Financial Group Hermes Stock Market Index AGARCH
paramt-stat
ω0.083411.75
α0.145624.10
β0.8233108.52
γ0.12225.84
Estimation Period:
Jan 2, 1995 to Apr 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts