Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.77% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 12.91 | |
| 0.0975 | 11.38 | |
| 0.8480 | 130.06 | |
| 0.0397 | 3.46 |
Estimation Period:
Jan 1, 1998 to Feb 5, 2026
Jan 1, 1998 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equity Indices