Egyptian Financial Group Hermes Stock Market Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:24.85% (+4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9652 | 5.51 | |
| 0.1117 | 81.87 | |
| 0.9927 | 763.63 | |
| 4.0914 | 39.54 |
Estimation Period:
Jan 2, 1995 to Feb 19, 2026
Jan 2, 1995 to Feb 19, 2026
Other GAS-GARCH Student T Analyses on Equity Indices