Egyptian Financial Group Hermes Stock Market Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:19.45% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 11.89 | |
| 0.1488 | 24.36 | |
| 0.8167 | 101.30 |
Estimation Period:
Jan 2, 1995 to Feb 5, 2026
Jan 2, 1995 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices