Egyptian Financial Group Hermes Stock Market Index AGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:23.13% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 12.15 | |
| 0.1472 | 24.47 | |
| 0.8175 | 102.96 | |
| 0.1298 | 6.31 |
Estimation Period:
Jan 2, 1995 to Feb 19, 2026
Jan 2, 1995 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Equity Indices