Egyptian EGX 30 Price Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, May 17th, 2026
1 Day
22.40%
decreased by 0.76%
1 Week
23.78%
increased by 0.62%
1 Month
25.86%
increased by 2.70%
Analysis last updated: Friday, May 15, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0825 | 12.31 | |
| 0.7537 | 41.41 | |
| 0.0638 | 8.93 | |
| 0.5619 | 1.21 | |
| 0.7763 | 1.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1998 to May 14, 2026
Jan 1, 1998 to May 14, 2026
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