Egyptian EGX 30 Price Return Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, June 28th, 2026
1 Day
20.59%
decreased by 1.37%
1 Week
20.92%
decreased by 1.04%
1 Month
22.02%
increased by 0.06%
Analysis last updated: Friday, June 26, 2026 at 11:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8007 | 8.53 | |
| 0.1137 | 36.89 | |
| 0.9748 | 313.24 | |
| 4.9892 | 13.56 |
Estimation Period:
Jan 1, 1998 to Jun 25, 2026
Jan 1, 1998 to Jun 25, 2026
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