Egyptian Financial Group Hermes Stock Market Index APARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:25.88% (+6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 12.13 | |
| 0.1436 | 19.36 | |
| 0.8049 | 104.57 | |
| 0.1014 | 10.80 | |
| 2.2829 | 20.02 |
Estimation Period:
Jan 2, 1995 to Feb 19, 2026
Jan 2, 1995 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
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