Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, June 14th, 2026
1 Day
21.89%
decreased by 0.62%
1 Week
22.22%
decreased by 0.29%
1 Month
23.25%
increased by 0.74%
Analysis last updated: Friday, June 12, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0961 | 12.90 | |
| 0.0974 | 11.40 | |
| 0.8476 | 129.72 | |
| 0.0405 | 3.52 |
Estimation Period:
Jan 1, 1998 to Jun 11, 2026
Jan 1, 1998 to Jun 11, 2026
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