Egyptian Financial Group Hermes Stock Market Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:25.58% (+5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 12.60 | |
| 0.1176 | 13.31 | |
| 0.8164 | 105.02 | |
| 0.0614 | 5.31 |
Estimation Period:
Jan 2, 1995 to Feb 19, 2026
Jan 2, 1995 to Feb 19, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices