V-Lab
V-Lab
Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, April 28th, 2024:46.77% (+0.78%)

Analysis last updated: Saturday, April 27, 2024 at 05:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Egyptian EGX 30 Price Return Index GJR-GARCH
paramt-stat
ω0.089912.93
α0.096910.76
β0.8534135.84
γ0.03743.21
Estimation Period:
Jan 1, 1998 to Apr 24, 2024
Impact of return on volatility tomorrow
Volatility Forecasts