V-Lab
V-Lab
Egyptian EGX 30 Price Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, April 21st, 2024:41.45% (+7.24%)

Analysis last updated: Saturday, April 20, 2024 at 03:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian EGX 30 Price Return Index GAS-GARCH-T
paramt-stat
ω2.94217.81
α0.113537.40
β0.9770315.69
ν514.09
Estimation Period:
Jan 1, 1998 to Apr 18, 2024