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Egyptian EGX 30 Price Return Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 24th, 2019:15.15% (-0.34%)
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:

EGP13,670.27

Return:

%

1 Week Pred:

16.17%

Average Week Vol:

15.71%

Average Month Vol:

15.92%

1 Month Pred:

19.04%

Min Vol:

10.92%

Max Vol:

88.95%

6 Month Pred:

24.29%

Average Vol:

25.46%

Vol of Vol:

23.50%

1 Year Pred:

25.30%