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Egyptian EGX 30 Price Return Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2019:15.78% (-0.41%)
Date Range:

from

to

Window:

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian EGX 30 Price Return Index GARCH
Volatility Summary Table

Closing Price:

EGP14,769.95

Return:

-0.18%

1 Week Pred:

16.77%

Average Week Vol:

16.22%

Average Month Vol:

18.44%

1 Month Pred:

19.53%

Min Vol:

10.96%

Max Vol:

89.73%

6 Month Pred:

24.39%

Average Vol:

25.39%

Vol of Vol:

23.45%

1 Year Pred:

25.28%