Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 28th, 2026
1 Day
20.62%
decreased by 0.88%
1 Week
21.06%
decreased by 0.44%
1 Month
22.40%
increased by 0.90%
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 | |
|---|---|---|
| 0.0962 | 12.91 | |
| 0.0972 | 11.39 | |
| 0.8476 | 129.78 | |
| 0.0408 | 3.54 |
Estimation Period:
Jan 1, 1998 to Jun 25, 2026
Jan 1, 1998 to Jun 25, 2026
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