Egyptian EGX 30 Price Return Index Asy. MEM Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:21.97% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1131 | 15.79 | |
| 0.1359 | 11.45 | |
| 0.7553 | 75.64 | |
| 0.1525 | 8.60 |
Estimation Period:
May 7, 2003 to Feb 5, 2026
May 7, 2003 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Asy. MEM Analyses on Equity Indices