Egyptian EGX 30 Price Return Index GJR-GARCH Volatility Analysis
Volatility prediction for Sunday, May 17th, 2026
1 Day
20.56%
decreased by 0.90%
1 Week
21.00%
decreased by 0.46%
1 Month
22.37%
increased by 0.91%
Analysis last updated: Friday, May 15, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0962 | 12.88 | |
| 0.0975 | 11.39 | |
| 0.8474 | 129.44 | |
| 0.0407 | 3.53 |
Estimation Period:
Jan 1, 1998 to May 14, 2026
Jan 1, 1998 to May 14, 2026
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