Egyptian EGX 30 Price Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
22.91%
decreased by 0.82%
1 Week
23.11%
decreased by 0.62%
1 Month
23.75%
increased by 0.02%
Analysis last updated: Friday, June 12, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8049 | 8.53 | |
| 0.1138 | 36.90 | |
| 0.9748 | 313.45 | |
| 4.9915 | 13.57 |
Estimation Period:
Jan 1, 1998 to Jun 11, 2026
Jan 1, 1998 to Jun 11, 2026
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