Egyptian Financial Group Hermes Stock Market Index MF2-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:15.69% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0985 | 14.84 | |
| 0.7079 | 42.25 | |
| 0.0844 | 11.43 | |
| 0.4380 | 1.14 | |
| 0.8109 | 1.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1995 to Feb 12, 2026
Jan 2, 1995 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equity Indices