Egyptian EGX 30 Price Return Index EGARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.18% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 8.52 | |
| 0.1836 | 8.56 | |
| 0.9311 | 87.73 | |
| -0.0311 | -3.52 |
Estimation Period:
Jan 1, 1998 to Feb 5, 2026
Jan 1, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equity Indices