Egyptian EGX 30 Price Return Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:25.08% (-2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7985 | 8.42 | |
| 0.1132 | 36.81 | |
| 0.9749 | 310.76 | |
| 4.9385 | 13.65 |
Estimation Period:
Jan 1, 1998 to Feb 5, 2026
Jan 1, 1998 to Feb 5, 2026
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