Egyptian EGX 30 Price Return Index MF2-GARCH Volatility Analysis
Volatility prediction for Sunday, June 28th, 2026
1 Day
21.10%
decreased by 1.32%
1 Week
22.04%
decreased by 0.38%
1 Month
23.13%
increased by 0.71%
Analysis last updated: Friday, June 26, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0823 | 12.30 | |
| 0.7541 | 41.47 | |
| 0.0639 | 8.95 | |
| 0.5639 | 1.21 | |
| 0.7744 | 1.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1998 to Jun 25, 2026
Jan 1, 1998 to Jun 25, 2026
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