Egyptian Financial Group Hermes Stock Market Index GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:25.25% (+4.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0883 | 11.91 | |
| 0.1486 | 24.41 | |
| 0.8169 | 101.67 |
Estimation Period:
Jan 2, 1995 to Feb 19, 2026
Jan 2, 1995 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equity Indices