Egyptian Financial Group Hermes Stock Market Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:24.91% (+4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 10.14 | |
| 0.2290 | 12.25 | |
| 0.9146 | 75.89 | |
| -0.0376 | -5.77 |
Estimation Period:
Jan 2, 1995 to Feb 19, 2026
Jan 2, 1995 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices