Egyptian EGX 30 Price Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, May 17th, 2026
1 Day
22.49%
decreased by 1.78%
1 Week
22.71%
decreased by 1.56%
1 Month
23.44%
decreased by 0.83%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8086 | 8.49 | |
| 0.1140 | 36.86 | |
| 0.9748 | 312.54 | |
| 4.9814 | 13.59 |
Estimation Period:
Jan 1, 1998 to May 14, 2026
Jan 1, 1998 to May 14, 2026
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