V-Lab
V-Lab
Egyptian EGX 30 Price Return Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, May 12th, 2024:35.28% (-3.58%)

Analysis last updated: Friday, May 10, 2024 at 08:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian EGX 30 Price Return Index EGARCH
paramt-stat
ω0.06708.39
α0.18098.16
β0.933490.28
γ-0.0292-3.19
Estimation Period:
Jan 1, 1998 to May 9, 2024
Impact of return on volatility tomorrow
Volatility Forecasts